Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.74 | — |
| Beta | 1 | — |
| Mean annual return | 2.12 | — |
| R-squared | 63 | — |
| Standard deviation | 15.36 | — |
| Sharpe ratio | 1.46 | — |
| Treynor ratio | 27.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 69 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 15.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 72 | — |
| Standard deviation | 17.17 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 12.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 2.16K | — |
| 3-year earnings growth | 5.37 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.