Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 53 | — |
| Standard deviation | 7.99 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 12.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 69 | — |
| Standard deviation | 8.90 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 7.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 48 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 16.51K | — |
| 3-year earnings growth | 10.23 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.