Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 13.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.92 | — |
| R-squared | 50 | — |
| Standard deviation | 20.28 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 20.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 55 | — |
| Standard deviation | 19.83 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 70 | — |
| Standard deviation | 21.09 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 12.09K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.