Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 92 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 92 | — |
| Standard deviation | 13.81 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 89 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.58M | — |
| 3-year earnings growth | 19.11 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.