Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 89 | — |
| Standard deviation | 7.19 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 7.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 93 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 4.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 89 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 5.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 45.19K | — |
| 3-year earnings growth | 12.73 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.