Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 96 | — |
| Standard deviation | 5.88 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 2.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 94 | — |
| Standard deviation | 7.17 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 92 | — |
| Standard deviation | 6.20 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 1.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 85.53K | — |
| 3-year earnings growth | 21.34 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.