Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 86 | — |
| Standard deviation | 18.67 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 84 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 81 | — |
| Standard deviation | 20.72 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 6.59K | — |
| 3-year earnings growth | 15.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.