Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 94 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 17.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 93 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.25M | — |
| 3-year earnings growth | 15.13 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.