Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 71 | — |
| Standard deviation | 5.27 | — |
| Sharpe ratio | 1.25 | — |
| Treynor ratio | 11.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 55 | — |
| Standard deviation | 7.70 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 13.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 51 | — |
| Standard deviation | 12.45 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 1.37 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 31.88K | — |
| 3-year earnings growth | 14.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.