Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 52 | — |
| Standard deviation | 6.52 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 11.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 65 | — |
| Standard deviation | 7.06 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 68 | — |
| Standard deviation | 6.71 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 180.01K | — |
| 3-year earnings growth | 12.98 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.