Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 90 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 82 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.61 | — |
| R-squared | 82 | — |
| Standard deviation | 18.16 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 14.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 657.39K | — |
| 3-year earnings growth | 24.53 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.