Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 87 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 1.25 | — |
| Treynor ratio | 18.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 83 | — |
| Standard deviation | 11.06 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 19.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 87 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 14.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.85M | — |
| 3-year earnings growth | 18.83 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.