Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 83 | — |
| Standard deviation | 10.99 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 87 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 89 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 37.64K | — |
| 3-year earnings growth | 7.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.