Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 93 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 11.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 80 | — |
| Standard deviation | 12.93 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 13.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 85 | — |
| Standard deviation | 20.40 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.88M | — |
| 3-year earnings growth | 14.77 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.