Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 95 | — |
| Standard deviation | 10.60 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 7.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 97 | — |
| Standard deviation | 13.63 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 15.45 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 72.94K | — |
| 3-year earnings growth | 11.55 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.