Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 81 | — |
| Standard deviation | 11.85 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 13.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 80 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 82 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 161.03K | — |
| 3-year earnings growth | 19.38 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.