Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 83 | — |
| Standard deviation | 13.92 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 16.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 84 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 87 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 12.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 70.38K | — |
| 3-year earnings growth | 16.88 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.