Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 92 | — |
| Standard deviation | 12.31 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 11.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 91 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 93 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 201.10K | — |
| 3-year earnings growth | 15.40 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.