Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 96 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 94 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 88 | — |
| Standard deviation | 16.76 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.69M | — |
| 3-year earnings growth | 17.28 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.