Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 86 | — |
| Standard deviation | 8.89 | — |
| Sharpe ratio | 1.53 | — |
| Treynor ratio | 15.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 90 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 10.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 91 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 8.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 68.44K | — |
| 3-year earnings growth | 11.77 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.