Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.29 | — |
| Beta | 1 | — |
| Mean annual return | 2.12 | — |
| R-squared | 95 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 1.39 | — |
| Treynor ratio | 24.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.85 | — |
| R-squared | 95 | — |
| Standard deviation | 13.39 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 20.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 97 | — |
| Standard deviation | 18.31 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 16.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 553.81K | — |
| 3-year earnings growth | 13.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.