Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 52 | — |
| Standard deviation | 2.77 | — |
| Sharpe ratio | 1.63 | — |
| Treynor ratio | 12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 74 | — |
| Standard deviation | 4.64 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 76 | — |
| Standard deviation | 4.22 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 3.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 83.12K | — |
| 3-year earnings growth | 11.20 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.