Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 2.39 | — |
| R-squared | 91 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | 2.17 | — |
| Treynor ratio | 31.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.61 | — |
| Beta | 1 | — |
| Mean annual return | 2.09 | — |
| R-squared | 87 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 1.86 | — |
| Treynor ratio | 26.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 92 | — |
| Standard deviation | 17.98 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 14.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.87 | — |
| Price/Sales (P/S) | 1.29 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.34M | — |
| 3-year earnings growth | 7.99 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.