Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 37 | — |
| Standard deviation | 5.41 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 8.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 13 | — |
| Standard deviation | 5.16 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 9.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 24 | — |
| Standard deviation | 5.44 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 171.98K | — |
| 3-year earnings growth | 15.19 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.