Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 69 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 4.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 80 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 81 | — |
| Standard deviation | 9.45 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 5.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 64.75K | — |
| 3-year earnings growth | 12.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.