Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 83 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 82 | — |
| Standard deviation | 14.53 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 87 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.85M | — |
| 3-year earnings growth | 23.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.