Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.18 | — |
| Beta | 1 | — |
| Mean annual return | 2.21 | — |
| R-squared | 91 | — |
| Standard deviation | 19.77 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 20.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 91 | — |
| Standard deviation | 19.70 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 88 | — |
| Standard deviation | 18.85 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 12.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 59.18K | — |
| 3-year earnings growth | 3.89 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.