Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 79 | — |
| Standard deviation | 17.80 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 17.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 84 | — |
| Standard deviation | 21.10 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 83 | — |
| Standard deviation | 19.39 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 15.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.50M | — |
| 3-year earnings growth | 26.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.