Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 91 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 14.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 90 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 14.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.77 | — |
| R-squared | 94 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 17.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 2.37M | — |
| 3-year earnings growth | 18.84 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.