Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 79 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 86 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 89 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 112.13K | — |
| 3-year earnings growth | 12.94 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.