Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 97 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 96 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 93 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.71M | — |
| 3-year earnings growth | 21 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.