Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 51 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 10.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 73 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 4.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 79 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 58.94K | — |
| 3-year earnings growth | 8.07 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.