Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 96 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 94 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 96 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.72M | — |
| 3-year earnings growth | 15.77 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.