Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 76 | — |
| Standard deviation | 10.15 | — |
| Sharpe ratio | 1.51 | — |
| Treynor ratio | 19.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 87 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 11.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 91 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 154.77K | — |
| 3-year earnings growth | 14.52 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.