Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 61 | — |
| Standard deviation | 5.16 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 3.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 76 | — |
| Standard deviation | 6.78 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 73 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 110.06K | — |
| 3-year earnings growth | 17.14 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.