Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 95 | — |
| Standard deviation | 13.11 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 92 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 91 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.82M | — |
| 3-year earnings growth | 17.24 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.