Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 93 | — |
| Standard deviation | 17.31 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 91 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 89 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 581.77K | — |
| 3-year earnings growth | 23.95 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.