Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.88 | — |
| R-squared | 40 | — |
| Standard deviation | 11.42 | — |
| Sharpe ratio | 1.55 | — |
| Treynor ratio | 28.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 55 | — |
| Standard deviation | 12.04 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 20.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 69 | — |
| Standard deviation | 15.04 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 7.55K | — |
| 3-year earnings growth | 26.89 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.