Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 92 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 93 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 95 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.79M | — |
| 3-year earnings growth | 25.52 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.