Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.99 | — |
| R-squared | 83 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 1.60 | — |
| Treynor ratio | 23.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 83 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 92 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 11.47K | — |
| 3-year earnings growth | 14.75 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.