Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 69 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 1.82 | — |
| Treynor ratio | 28.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 71 | — |
| Standard deviation | 9.88 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 18.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 88 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 35.06K | — |
| 3-year earnings growth | 13.15 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.