Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 91 | — |
| Standard deviation | 13.47 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 86 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 9.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.59M | — |
| 3-year earnings growth | 16.03 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.