Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 69 | — |
| Standard deviation | 5.32 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 4.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 81 | — |
| Standard deviation | 7.68 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 83 | — |
| Standard deviation | 8.29 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 39.44K | — |
| 3-year earnings growth | 10.03 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.