Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 96 | — |
| Standard deviation | 12.01 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 9.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 93 | — |
| Standard deviation | 11.97 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 88 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 7.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.14M | — |
| 3-year earnings growth | 21.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.