Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 71 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 11.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 71 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 83 | — |
| Standard deviation | 17.35 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.48M | — |
| 3-year earnings growth | 31.93 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.