Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 2.15 | — |
| R-squared | 94 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 21.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 94 | — |
| Standard deviation | 21.51 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 19.41 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 13.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 329.60K | — |
| 3-year earnings growth | 21.47 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.