Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 97 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 1.46 | — |
| Treynor ratio | 11.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 98 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 7.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 93 | — |
| Standard deviation | 9 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 7.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 197.04K | — |
| 3-year earnings growth | 11.40 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.