Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 76 | — |
| Standard deviation | 6.10 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 82 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 83 | — |
| Standard deviation | 8.41 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 40.56K | — |
| 3-year earnings growth | 10.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.