Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 67 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 77 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 87 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.29M | — |
| 3-year earnings growth | 22.44 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.