Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 11.50 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 91 | — |
| Standard deviation | 14.60 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 91 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 81.72K | — |
| 3-year earnings growth | 12.59 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.