Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 85 | — |
| Standard deviation | 6.86 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 7.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 89 | — |
| Standard deviation | 8.63 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 4.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 83 | — |
| Standard deviation | 8.75 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 4.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 131.87K | — |
| 3-year earnings growth | 10.69 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.