Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 94 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 15.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 93 | — |
| Standard deviation | 12.37 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 13.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 93 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.42M | — |
| 3-year earnings growth | 19.27 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.