Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 98 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 8.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 98 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 97 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.98M | — |
| 3-year earnings growth | 18.95 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.