Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 81 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 22.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 85 | — |
| Standard deviation | 18.90 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 82 | — |
| Standard deviation | 16.02 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.12 | — |
| Price/Book (P/B) | 1.01 | — |
| Price/Sales (P/S) | 1.83 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 1.85K | — |
| 3-year earnings growth | 12.31 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.