Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 93 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 14.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 92 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 11.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 94 | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 567.88K | — |
| 3-year earnings growth | 27.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.