Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 91 | — |
| Standard deviation | 17.60 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 19.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 92 | — |
| Standard deviation | 22.57 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 91 | — |
| Standard deviation | 20.06 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 5.05M | — |
| 3-year earnings growth | 25.11 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.