Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 49 | — |
| Standard deviation | 3.29 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 6.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 68 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 62 | — |
| Standard deviation | 3.89 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 2.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 33.00K | — |
| 3-year earnings growth | 12.23 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.