Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 2.37 | — |
| R-squared | 88 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 26.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 89 | — |
| Standard deviation | 20.31 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 10.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 90 | — |
| Standard deviation | 18.90 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 18.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 586.74K | — |
| 3-year earnings growth | 22.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.