Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 77 | — |
| Standard deviation | 12.28 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 10.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 83 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 88 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 115.94K | — |
| 3-year earnings growth | 11.60 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.