Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 82 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 8.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 9.12 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 87 | — |
| Standard deviation | 10.29 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 139.92K | — |
| 3-year earnings growth | 13.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.