Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 98 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 96 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 96 | — |
| Standard deviation | 17.50 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.58M | — |
| 3-year earnings growth | 19.83 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.