Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 2.19 | — |
| R-squared | 87 | — |
| Standard deviation | 20.99 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 21.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 89 | — |
| Standard deviation | 20.15 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 92 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 9.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 216.35K | — |
| 3-year earnings growth | 17.64 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.