Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 96 | — |
| Standard deviation | 7.23 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 3.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 95 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 94 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 105.45K | — |
| 3-year earnings growth | 15.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.