Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 86 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 6.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 87 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 89 | — |
| Standard deviation | 15.93 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 152.44K | — |
| 3-year earnings growth | 17.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.