Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 98 | — |
| Standard deviation | 10.93 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 98 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 56.00K | — |
| 3-year earnings growth | -5.20 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.