Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 86 | — |
| Standard deviation | 11.78 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 87 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 89 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 29.92K | — |
| 3-year earnings growth | 7.25 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.