Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.85 | — |
| Beta | 1 | — |
| Mean annual return | 2.12 | — |
| R-squared | 65 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | 1.67 | — |
| Treynor ratio | 24.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 78 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 12.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 81 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.13 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 3.80K | — |
| 3-year earnings growth | 33.34 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.