Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 95 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 18.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.94 | — |
| R-squared | 94 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 22.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.95 | — |
| R-squared | 96 | — |
| Standard deviation | 21.02 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 19.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 249.37K | — |
| 3-year earnings growth | 20.15 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.