Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 15.12 | — |
| Beta | 1 | — |
| Mean annual return | 2.09 | — |
| R-squared | 41 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | 2.25 | — |
| Treynor ratio | 37.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 55 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 1.34 | — |
| Treynor ratio | 24.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 74 | — |
| Standard deviation | 17.38 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 1.05 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 15.43K | — |
| 3-year earnings growth | 7.97 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.