Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 86 | — |
| Standard deviation | 11.72 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 87 | — |
| Standard deviation | 13.51 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 82 | — |
| Standard deviation | 12.16 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 1.15 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 80.86K | — |
| 3-year earnings growth | 4.46 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.