Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 93 | — |
| Standard deviation | 8.49 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 9.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 93 | — |
| Standard deviation | 8.87 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 7.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 93 | — |
| Standard deviation | 11.57 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.59M | — |
| 3-year earnings growth | 20.61 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.