Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 99 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 100 | — |
| Standard deviation | 16.65 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 100 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 47.37K | — |
| 3-year earnings growth | 0.98 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.