Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.76 | — |
| R-squared | 90 | — |
| Standard deviation | 13.07 | — |
| Sharpe ratio | 1.26 | — |
| Treynor ratio | 22.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 90 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 92 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 217.57K | — |
| 3-year earnings growth | 22.81 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.