Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 34 | — |
| Standard deviation | 3.18 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 12.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 62 | — |
| Standard deviation | 5.07 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 63 | — |
| Standard deviation | 5.02 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 3.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 94.30K | — |
| 3-year earnings growth | 3.63 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.