Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 83 | — |
| Standard deviation | 3.68 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 3.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 96 | — |
| Standard deviation | 6.77 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 0.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 97 | — |
| Standard deviation | 8.02 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 3.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 1.83 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 5.07 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.41K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.