Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 70 | — |
| Standard deviation | 12.80 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 78 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 78 | — |
| Standard deviation | 15.01 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 14.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 135.42K | — |
| 3-year earnings growth | 10.17 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.