Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 2.12 | — |
| R-squared | 86 | — |
| Standard deviation | 17.69 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 17.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 87 | — |
| Standard deviation | 19.54 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 88 | — |
| Standard deviation | 17.79 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 136.17K | — |
| 3-year earnings growth | 11.03 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.