Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 86 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 18.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 90 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 92 | — |
| Standard deviation | 14.31 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 158.47K | — |
| 3-year earnings growth | 19.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.