Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 63 | — |
| Standard deviation | 8.79 | — |
| Sharpe ratio | 1.55 | — |
| Treynor ratio | 24.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 67 | — |
| Standard deviation | 10.03 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 16.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 84 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 28.80K | — |
| 3-year earnings growth | 14.24 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.