Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 78 | — |
| Standard deviation | 12.07 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 14.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 79 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 80 | — |
| Standard deviation | 14.73 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 233.37K | — |
| 3-year earnings growth | 13.14 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.