Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 39 | — |
| Standard deviation | 9.02 | — |
| Sharpe ratio | 1.62 | — |
| Treynor ratio | 28.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 57 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 14.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 71 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 225.95K | — |
| 3-year earnings growth | -7.57 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.