Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 93 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 6.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 93 | — |
| Standard deviation | 9.09 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 2.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 94 | — |
| Standard deviation | 8.70 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 4.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 94.59K | — |
| 3-year earnings growth | 14.46 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.