Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 83 | — |
| Standard deviation | 10.83 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 11.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 84 | — |
| Standard deviation | 11.17 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 13.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 87 | — |
| Standard deviation | 13.27 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.85 | — |
| Price/Sales (P/S) | 1.57 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 20.55K | — |
| 3-year earnings growth | -2.67 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.