Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 59 | — |
| Standard deviation | 5.01 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 1.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 67 | — |
| Standard deviation | 4.78 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 1.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 77 | — |
| Standard deviation | 5.12 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 1.00M | — |
| 3-year earnings growth | 32.47 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.