Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 59 | — |
| Standard deviation | 9.37 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 66 | — |
| Standard deviation | 10.25 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 12.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 72 | — |
| Standard deviation | 11.50 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 418.27K | — |
| 3-year earnings growth | 2.65 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.