Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 91 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 12.59 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 93 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 26.88K | — |
| 3-year earnings growth | 14.52 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.