Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 99 | — |
| Standard deviation | 10.45 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 11.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 100 | — |
| Standard deviation | 12.65 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 99 | — |
| Standard deviation | 13.07 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 8.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 832.54K | — |
| 3-year earnings growth | 11.48 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.