Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 93 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 18.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 87 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 92 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 108.36K | — |
| 3-year earnings growth | 12.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.