Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.77 | — |
| R-squared | 95 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 18.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 95 | — |
| Standard deviation | 14.79 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 16.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 97 | — |
| Standard deviation | 18.60 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 13.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 549.43K | — |
| 3-year earnings growth | 14.13 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.