Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 53 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 21.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 40 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 16.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 61 | — |
| Standard deviation | 18.90 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 2.57M | — |
| 3-year earnings growth | 16.36 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.