Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 96 | — |
| Standard deviation | 10.88 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 10.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 97 | — |
| Standard deviation | 11.77 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 98 | — |
| Standard deviation | 11.70 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 75.80K | — |
| 3-year earnings growth | 9.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.