Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 94 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 13.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 94 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 95 | — |
| Standard deviation | 18.62 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 12.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 493.98K | — |
| 3-year earnings growth | 24.60 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.