Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 85 | — |
| Standard deviation | 11.49 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 87 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 89 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 30.49K | — |
| 3-year earnings growth | 8.14 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.