Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 52 | — |
| Standard deviation | 6.33 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 12.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 74 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 88.99K | — |
| 3-year earnings growth | 12.95 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.