Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 98 | — |
| Standard deviation | 11.78 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 98 | — |
| Standard deviation | 12.04 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 97 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.73M | — |
| 3-year earnings growth | 21.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.