Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 98 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | 1.51 | — |
| Treynor ratio | 10.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 99 | — |
| Standard deviation | 8.68 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 6.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 96 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 6.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 126.84K | — |
| 3-year earnings growth | 6.70 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.