Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 91 | — |
| Standard deviation | 4.20 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 1.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 89 | — |
| Standard deviation | 4.46 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 82 | — |
| Standard deviation | 5.45 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 2.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.69M | — |
| 3-year earnings growth | 19.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.