Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.08 | — |
| Beta | 1 | — |
| Mean annual return | 2.33 | — |
| R-squared | 52 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 19.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 71 | — |
| Standard deviation | 19.08 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 72 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 13.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.10 | — |
| Price/Sales (P/S) | 0.11 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 976.18K | — |
| 3-year earnings growth | 22.41 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.