Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 0 | — |
| Mean annual return | 0.73 | — |
| R-squared | 71 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 6.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 71 | — |
| Standard deviation | 17.03 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -6.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 65 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 4.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.96 | — |
| Price/Sales (P/S) | 1.40 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 513.18K | — |
| 3-year earnings growth | 10.22 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.