Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 92 | — |
| Standard deviation | 12.07 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 13.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 93 | — |
| Standard deviation | 12.47 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 96 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.62M | — |
| 3-year earnings growth | 15.98 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.