Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 48 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 3.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 47 | — |
| Standard deviation | 8.17 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 9.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.27 | — |
| Beta | 0 | — |
| Mean annual return | 0.56 | — |
| R-squared | 45 | — |
| Standard deviation | 10.07 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 9.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 31.27K | — |
| 3-year earnings growth | 3.81 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.