Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.88 | — |
| R-squared | 76 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 26.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 78 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 14.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 80 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 20.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.38M | — |
| 3-year earnings growth | 18.11 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.