Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 98 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 7.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 99 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 14.47 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 80.42K | — |
| 3-year earnings growth | 11.73 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.