Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 89 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 12.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 89 | — |
| Standard deviation | 15.08 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 90 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 500.86K | — |
| 3-year earnings growth | 22.88 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.