Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 89 | — |
| Standard deviation | 4.53 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 3.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 79 | — |
| Standard deviation | 4.44 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 3.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 76 | — |
| Standard deviation | 5.32 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 3.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.09M | — |
| 3-year earnings growth | 18.71 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.