Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 95 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 1.39 | — |
| Treynor ratio | 19.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 96 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 95 | — |
| Standard deviation | 14.69 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 71.18K | — |
| 3-year earnings growth | 18.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.