Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 96 | — |
| Standard deviation | 15.35 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.98 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 94 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.05M | — |
| 3-year earnings growth | 18.27 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.