Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.50 | — |
| Beta | 1 | — |
| Mean annual return | 2.02 | — |
| R-squared | 60 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 1.38 | — |
| Treynor ratio | 20.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 78 | — |
| Standard deviation | 19.23 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 75 | — |
| Standard deviation | 18.09 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 13.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 748.56K | — |
| 3-year earnings growth | 17.77 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.