Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 31 | — |
| Standard deviation | 12.12 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 17.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 51 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 61 | — |
| Standard deviation | 19.96 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 13.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 7.23K | — |
| 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.