Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 65 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 73 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 76 | — |
| Standard deviation | 17.90 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 10.52M | — |
| 3-year earnings growth | 22.94 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.