Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.79 | — |
| R-squared | 98 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 17.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 97 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 98 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 62.29K | — |
| 3-year earnings growth | 13 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.