Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 92 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 91 | — |
| Standard deviation | 14.21 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 94 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 14.85 | — |
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.