Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.77 | — |
| R-squared | 96 | — |
| Standard deviation | 19.76 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 16.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 95 | — |
| Standard deviation | 18.03 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 19.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 96 | — |
| Standard deviation | 21.57 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 17.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 242.07K | — |
| 3-year earnings growth | 19.77 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.