Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 98 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 9.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 97 | — |
| Standard deviation | 11.48 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 96 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 4.20M | — |
| 3-year earnings growth | 20.72 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.