Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 84 | — |
| Standard deviation | 7.47 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 5.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 89 | — |
| Standard deviation | 9.19 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 90 | — |
| Standard deviation | 10.39 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 5.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 127.62K | — |
| 3-year earnings growth | 16.09 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.