Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 41 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 16.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.66 | — |
| R-squared | 51 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 20.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 66 | — |
| Standard deviation | 17.37 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 8.55K | — |
| 3-year earnings growth | 19.55 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.