Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 69 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 73 | — |
| Standard deviation | 12.21 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 7.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 69 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.47M | — |
| 3-year earnings growth | 26.75 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.