Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 99 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 7.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 99 | — |
| Standard deviation | 11.92 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 5.64M | — |
| 3-year earnings growth | 16.92 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.