Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 88 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 91 | — |
| Standard deviation | 22.28 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 87 | — |
| Standard deviation | 20.62 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 23.30K | — |
| 3-year earnings growth | 8.44 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.