Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 89 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 14.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 90 | — |
| Standard deviation | 21.97 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 16.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 92 | — |
| Standard deviation | 28.08 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 71.08K | — |
| 3-year earnings growth | -14.25 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.