Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 92 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 90 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 94 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 984.88K | — |
| 3-year earnings growth | 20.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.