Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 100 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 11.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 100 | — |
| Standard deviation | 11.71 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 100 | — |
| Standard deviation | 11.45 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 7.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 82.30K | — |
| 3-year earnings growth | 7.81 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.