Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 94 | — |
| Standard deviation | 6.80 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 8.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 96 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 95 | — |
| Standard deviation | 10.84 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 64.69K | — |
| 3-year earnings growth | 11.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.