Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 100 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 10.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 100 | — |
| Standard deviation | 10.40 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 7.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 100 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 45.50K | — |
| 3-year earnings growth | 8.73 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.