Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 70 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 3.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 84 | — |
| Standard deviation | 6.22 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 81 | — |
| Standard deviation | 5.64 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 2.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.03M | — |
| 3-year earnings growth | 17.34 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.