Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 83 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 84 | — |
| Standard deviation | 18.43 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 85 | — |
| Standard deviation | 16.94 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 327.19K | — |
| 3-year earnings growth | 12.83 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.