Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 80 | — |
| Standard deviation | 4.82 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 3.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 86 | — |
| Standard deviation | 7 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 84 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 2.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 86.49K | — |
| 3-year earnings growth | 14.01 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.