Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 71 | — |
| Standard deviation | 6.24 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 77 | — |
| Standard deviation | 7.27 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 75 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 2.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 131.10K | — |
| 3-year earnings growth | 18.99 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.