Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 94 | — |
| Standard deviation | 11.49 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 12.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 96 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 96 | — |
| Standard deviation | 14.59 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 288.02K | — |
| 3-year earnings growth | 16.64 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.