Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 95 | — |
| Standard deviation | 13.60 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 12.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 96 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 95 | — |
| Standard deviation | 17.01 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 690.86K | — |
| 3-year earnings growth | 16.74 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.