Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 88 | — |
| Standard deviation | 7.63 | — |
| Sharpe ratio | 1.25 | — |
| Treynor ratio | 13.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 87 | — |
| Standard deviation | 9.62 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 88 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 71.71K | — |
| 3-year earnings growth | 7 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.