Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.53 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 55 | — |
| Standard deviation | 0.55 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 2.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 8 | — |
| Standard deviation | 1.17 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 2.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 13 | — |
| Standard deviation | 1.73 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 0.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 17.00K | — |
| 3-year earnings growth | 10.64 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.