Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 62 | — |
| Standard deviation | 6.27 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 18.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 62 | — |
| Standard deviation | 8.42 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 70 | — |
| Standard deviation | 9.08 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 9.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 54.39K | — |
| 3-year earnings growth | 2.80 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.