Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 96 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 95 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 93 | — |
| Standard deviation | 17.54 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.07M | — |
| 3-year earnings growth | 15.06 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.