Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 90 | — |
| Standard deviation | 9.60 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 13.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 94 | — |
| Standard deviation | 13.05 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 94 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 61.27K | — |
| 3-year earnings growth | 6.16 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.