Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 98 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 96 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 96 | — |
| Standard deviation | 16.78 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 14.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.45M | — |
| 3-year earnings growth | 14.88 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.