Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 95 | — |
| Standard deviation | 18.53 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 94 | — |
| Standard deviation | 19.36 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 7.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 90 | — |
| Standard deviation | 19.55 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 13.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.25M | — |
| 3-year earnings growth | 15.65 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.