Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 95 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 94 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 96 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.70M | — |
| 3-year earnings growth | 19.20 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.