Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 95 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 89 | — |
| Standard deviation | 12.42 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 12.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 92 | — |
| Standard deviation | 18.06 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.25M | — |
| 3-year earnings growth | 16.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.