Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.32 | — |
| Beta | 1 | — |
| Mean annual return | 2.66 | — |
| R-squared | 44 | — |
| Standard deviation | 20.53 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 24.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.89 | — |
| R-squared | 44 | — |
| Standard deviation | 20.88 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 17.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 44 | — |
| Standard deviation | 23.47 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 14.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 17.60K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.