Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 11.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 93 | — |
| Standard deviation | 11.91 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 92 | — |
| Standard deviation | 15.16 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.14M | — |
| 3-year earnings growth | 21.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.