Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 67 | — |
| Standard deviation | 9.93 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 77 | — |
| Standard deviation | 11.55 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 77 | — |
| Standard deviation | 12.07 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 15.18K | — |
| 3-year earnings growth | -1.64 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.