Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 51 | — |
| Standard deviation | 19.85 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 55 | — |
| Standard deviation | 19.42 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -0.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 73 | — |
| Standard deviation | 20.67 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 17.97K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.