Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 75 | — |
| Standard deviation | 4.32 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 3.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 67 | — |
| Standard deviation | 6.43 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 63 | — |
| Standard deviation | 7.06 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 53.47K | — |
| 3-year earnings growth | 6.90 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.