Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 90 | — |
| Standard deviation | 10.31 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 8.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 91 | — |
| Standard deviation | 12.08 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 93 | — |
| Standard deviation | 12.88 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 57.31K | — |
| 3-year earnings growth | 9.26 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.