Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 91 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 83 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 74 | — |
| Standard deviation | 13.95 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 13.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 301.56K | — |
| 3-year earnings growth | 2.65 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.