Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 91 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 17.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 90 | — |
| Standard deviation | 13.32 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 14.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 93 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 17.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.43M | — |
| 3-year earnings growth | 30.61 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.