Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 95 | — |
| Standard deviation | 10.99 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 10.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 96 | — |
| Standard deviation | 11.43 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 96 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.23M | — |
| 3-year earnings growth | 15.20 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.