Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 93 | — |
| Standard deviation | 12.44 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 92 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 95 | — |
| Standard deviation | 15.47 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.07M | — |
| 3-year earnings growth | 23.28 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.