Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 85 | — |
| Standard deviation | 14.93 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 88 | — |
| Standard deviation | 16.84 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 89 | — |
| Standard deviation | 18.09 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.14K | — |
| 3-year earnings growth | 15.75 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.