Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9.18 | — |
| Beta | 0 | — |
| Mean annual return | 1.16 | — |
| R-squared | 12 | — |
| Standard deviation | 9.19 | — |
| Sharpe ratio | 1.42 | — |
| Treynor ratio | 29.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 38 | — |
| Standard deviation | 11.75 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 53 | — |
| Standard deviation | 11.78 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 77.60K | — |
| 3-year earnings growth | 4.49 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.