Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 98 | — |
| Standard deviation | 11.26 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 98 | — |
| Standard deviation | 11.81 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 99 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 4.10M | — |
| 3-year earnings growth | 20.08 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.