Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.82 | — |
| R-squared | 90 | — |
| Standard deviation | 14.14 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 17.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 19.68 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 93 | — |
| Standard deviation | 19.17 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 109.56K | — |
| 3-year earnings growth | 10.37 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.