Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 95 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 95 | — |
| Standard deviation | 14.05 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 95 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.66M | — |
| 3-year earnings growth | 23.14 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.