Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 95 | — |
| Standard deviation | 17.74 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 95 | — |
| Standard deviation | 16.09 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 94 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 10.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 664.61K | — |
| 3-year earnings growth | 17.38 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.