Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 79 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 1.99 | — |
| Treynor ratio | 31.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 85 | — |
| Standard deviation | 11.04 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 18.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 84 | — |
| Standard deviation | 14.21 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 14.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.95M | — |
| 3-year earnings growth | 15.37 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.