Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 77 | — |
| Standard deviation | 6.13 | — |
| Sharpe ratio | 1.39 | — |
| Treynor ratio | 9.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 87 | — |
| Standard deviation | 7.71 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 6.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 83 | — |
| Standard deviation | 7.79 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 7.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 477.65K | — |
| 3-year earnings growth | 21.93 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.