Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 79 | — |
| Standard deviation | 6.45 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 5.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 82 | — |
| Standard deviation | 7.16 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 83 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 6.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 52.15K | — |
| 3-year earnings growth | 8.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.