Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 82 | — |
| Standard deviation | 13.51 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 87 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 91 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 103.61K | — |
| 3-year earnings growth | 10.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.