Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 76 | — |
| Standard deviation | 4.21 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 6.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 63 | — |
| Standard deviation | 5.74 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 67 | — |
| Standard deviation | 8.11 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.88 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 16.35K | — |
| 3-year earnings growth | 7.43 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.