Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 69 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 2.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 76 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 74 | — |
| Standard deviation | 6.95 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 102.99K | — |
| 3-year earnings growth | 18.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.