Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 94 | — |
| Standard deviation | 4.21 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 0.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 89 | — |
| Standard deviation | 4.21 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 0.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 53 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 0.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 4.27M | — |
| 3-year earnings growth | 18.71 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.