Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 88 | — |
| Standard deviation | 12.96 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 77 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 85 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 2.72M | — |
| 3-year earnings growth | 23.09 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.