Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 68 | — |
| Standard deviation | 9.09 | — |
| Sharpe ratio | 1.41 | — |
| Treynor ratio | 22.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 66 | — |
| Standard deviation | 9.95 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 13.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 84 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 28.92K | — |
| 3-year earnings growth | 15.16 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.