Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 0 | — |
| Mean annual return | 0.37 | — |
| R-squared | 54 | — |
| Standard deviation | 2.95 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 8.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 73 | — |
| Standard deviation | 4.31 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 71 | — |
| Standard deviation | 4.32 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 4 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 68.65K | — |
| 3-year earnings growth | 8.08 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.