Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 99 | — |
| Standard deviation | 14.23 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 98 | — |
| Standard deviation | 13.71 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 99 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 3.25M | — |
| 3-year earnings growth | 19.18 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.