Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.91 | — |
| R-squared | 92 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 1.42 | — |
| Treynor ratio | 20.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 95 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 96 | — |
| Standard deviation | 16.52 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 64.25K | — |
| 3-year earnings growth | 12.26 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.