Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 64 | — |
| Standard deviation | 9.82 | — |
| Sharpe ratio | 1.58 | — |
| Treynor ratio | 19.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 83 | — |
| Standard deviation | 12.27 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 89 | — |
| Standard deviation | 12.53 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 11.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 49.86K | — |
| 3-year earnings growth | 11.46 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.