Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 89 | — |
| Standard deviation | 12.35 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 92 | — |
| Standard deviation | 18.23 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 11.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.25M | — |
| 3-year earnings growth | 16.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.