Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 98 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 1.43 | — |
| Treynor ratio | 20.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 98 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 13.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 98 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 11.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 409.49K | — |
| 3-year earnings growth | 13.96 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.