Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 67 | — |
| Standard deviation | 7.54 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 8.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 74 | — |
| Standard deviation | 8.69 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 7.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 72 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 5.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 33.65K | — |
| 3-year earnings growth | 4.48 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.