Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 83 | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 15.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 88 | — |
| Standard deviation | 18.46 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 87 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 1.05 | — |
| Price/Sales (P/S) | 1.99 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 3.67K | — |
| 3-year earnings growth | -8.83 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.