Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 96 | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 9.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 94 | — |
| Standard deviation | 9.50 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 7.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 97 | — |
| Standard deviation | 11.97 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 8.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.62M | — |
| 3-year earnings growth | 18.65 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.