Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 88 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 88 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 58.61K | — |
| 3-year earnings growth | 18.11 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.