Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 0 | — |
| Mean annual return | 0.47 | — |
| R-squared | 59 | — |
| Standard deviation | 4 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 9.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 78 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 83 | — |
| Standard deviation | 5.93 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 5.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 55.55K | — |
| 3-year earnings growth | 3.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.