Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 81 | — |
| Standard deviation | 4.91 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 4.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 90 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 88 | — |
| Standard deviation | 5.64 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 1.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 45.24K | — |
| 3-year earnings growth | 8.94 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.