Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 91 | — |
| Standard deviation | 9.92 | — |
| Sharpe ratio | 1.48 | — |
| Treynor ratio | 17.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 90 | — |
| Standard deviation | 12.33 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 92 | — |
| Standard deviation | 13.74 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 169.70K | — |
| 3-year earnings growth | 11.26 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.