Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.73 | — |
| Beta | 1 | — |
| Mean annual return | 2.15 | — |
| R-squared | 91 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 21.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 91 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 16.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 93 | — |
| Standard deviation | 18.89 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 14.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 643.17K | — |
| 3-year earnings growth | 13.53 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.