Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 95 | — |
| Standard deviation | 10.84 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 16.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 90 | — |
| Standard deviation | 11.87 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 14.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 94 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 12.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.20M | — |
| 3-year earnings growth | 9.31 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.