Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 93 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 93 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 96 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.86M | — |
| 3-year earnings growth | 19.19 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.