Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 72 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 2.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 77 | — |
| Standard deviation | 7.27 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 75 | — |
| Standard deviation | 6.93 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 1.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 216.14K | — |
| 3-year earnings growth | 16.84 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.