Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 77 | — |
| Standard deviation | 2.95 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 3.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 76 | — |
| Standard deviation | 3.28 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 3.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 62 | — |
| Standard deviation | 5.90 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 2.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.07M | — |
| 3-year earnings growth | 20.07 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.