Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 82 | — |
| Standard deviation | 11.68 | — |
| Sharpe ratio | 1.51 | — |
| Treynor ratio | 23.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 89 | — |
| Standard deviation | 16.03 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 279.65K | — |
| 3-year earnings growth | 14.55 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.