Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | — |
| Beta | 1 | — |
| Mean annual return | 2.21 | — |
| R-squared | 89 | — |
| Standard deviation | 11.76 | — |
| Sharpe ratio | 2.24 | — |
| Treynor ratio | 30.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 90 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 1.55 | — |
| Treynor ratio | 20.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 93 | — |
| Standard deviation | 13.79 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 6.90M | — |
| 3-year earnings growth | 13.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.