Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 96 | — |
| Standard deviation | 13.01 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 18.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 97 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 97 | — |
| Standard deviation | 14.75 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 238.41K | — |
| 3-year earnings growth | 19.72 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.