Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 70 | — |
| Standard deviation | 5.84 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 77 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 74 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 1.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 102.99K | — |
| 3-year earnings growth | 18.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.