Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 9 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 8.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 90 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 7.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 91 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 16.39K | — |
| 3-year earnings growth | 6.32 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.