Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 92 | — |
| Standard deviation | 15.16 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 91 | — |
| Standard deviation | 14.59 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 91 | — |
| Standard deviation | 19.33 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.71M | — |
| 3-year earnings growth | 20.25 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.