Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 67 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 14.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 76 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 81 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 11.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 124.12K | — |
| 3-year earnings growth | 9.31 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.