Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 14.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.93 | — |
| R-squared | 59 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 1.83 | — |
| Treynor ratio | 28.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 57 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 18.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 75 | — |
| Standard deviation | 17.63 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 1.05 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 15.43K | — |
| 3-year earnings growth | 7.97 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.