Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 97 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 10.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 98 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 97 | — |
| Standard deviation | 16.39 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 1.07 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 6.42K | — |
| 3-year earnings growth | 7.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.