Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 99 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 97 | — |
| Standard deviation | 12.79 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 96 | — |
| Standard deviation | 14.74 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.72M | — |
| 3-year earnings growth | 20.72 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.