Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 89 | — |
| Standard deviation | 13.09 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 88 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 90 | — |
| Standard deviation | 18.62 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 20.30K | — |
| 3-year earnings growth | 25.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.