Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 80 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 85 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 89 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 105.39K | — |
| 3-year earnings growth | 7.19 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.