Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 99 | — |
| Standard deviation | 10.05 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 99 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 7.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 99 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 9.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 50.80K | — |
| 3-year earnings growth | -1.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.