Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 99 | — |
| Standard deviation | 10.72 | — |
| Sharpe ratio | 1.54 | — |
| Treynor ratio | 18.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 99 | — |
| Standard deviation | 12.94 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 13.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 99 | — |
| Standard deviation | 12.41 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 13.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 517.59K | — |
| 3-year earnings growth | 14.26 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.