Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 66 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 14.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 68 | — |
| Standard deviation | 14.77 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 82 | — |
| Standard deviation | 17.17 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 1.82M | — |
| 3-year earnings growth | 30.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.