Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 93 | — |
| Standard deviation | 19.04 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 93 | — |
| Standard deviation | 19.30 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 84 | — |
| Standard deviation | 19.42 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 13.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.56M | — |
| 3-year earnings growth | 17.55 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.