Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 78 | — |
| Standard deviation | 9.53 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 86 | — |
| Standard deviation | 12.70 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 88 | — |
| Standard deviation | 13.98 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 37.64K | — |
| 3-year earnings growth | 7.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.