Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 88 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 91 | — |
| Standard deviation | 21.25 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 14.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 92 | — |
| Standard deviation | 27.89 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 61.49K | — |
| 3-year earnings growth | 1.87 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.