Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 91 | — |
| Standard deviation | 7.58 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 3.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 84 | — |
| Standard deviation | 8.02 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 87 | — |
| Standard deviation | 8.22 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 5.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 132.96K | — |
| 3-year earnings growth | 12.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.