Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.82 | — |
| R-squared | 83 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 18.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 81 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 18.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 87 | — |
| Standard deviation | 18.51 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 13.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 1.50M | — |
| 3-year earnings growth | 19.02 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.