Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.75 | — |
| R-squared | 84 | — |
| Standard deviation | 15.05 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 15.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 76 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 73 | — |
| Standard deviation | 21.50 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 193.00K | — |
| 3-year earnings growth | 20.88 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.