Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 88 | — |
| Standard deviation | 18.95 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 16.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 92 | — |
| Standard deviation | 21.37 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 92 | — |
| Standard deviation | 20.03 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 15.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 163.58K | — |
| 3-year earnings growth | 17.77 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.