Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 69 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 76 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 75 | — |
| Standard deviation | 6.94 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 1.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 235.60K | — |
| 3-year earnings growth | 17.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.