Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 95 | — |
| Standard deviation | 11.26 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 10.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 92 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 9.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 93 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.70M | — |
| 3-year earnings growth | 21.80 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.