Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 92 | — |
| Standard deviation | 4.74 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 2.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 93 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 86 | — |
| Standard deviation | 5.95 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 1.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 54.72K | — |
| 3-year earnings growth | 11.81 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.