Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 89 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 88 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 85 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 12.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.93M | — |
| 3-year earnings growth | 15.41 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.