Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 95 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 94 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 96 | — |
| Standard deviation | 16.22 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.42M | — |
| 3-year earnings growth | 16.50 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.