Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 88 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 20.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 85 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 18.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 91 | — |
| Standard deviation | 16.46 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 14.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.08M | — |
| 3-year earnings growth | 13.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.