Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 94 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | 1.56 | — |
| Treynor ratio | 18.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 95 | — |
| Standard deviation | 12.98 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 95 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 77.83K | — |
| 3-year earnings growth | 14.81 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.