Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 99 | — |
| Standard deviation | 13.81 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 98 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 97 | — |
| Standard deviation | 16.02 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.03M | — |
| 3-year earnings growth | 18.86 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.