Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 94 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 9.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 93 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 94 | — |
| Standard deviation | 13.93 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.98M | — |
| 3-year earnings growth | 18.22 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.