Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 81 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 6.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 87 | — |
| Standard deviation | 19.11 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 87 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 39.65K | — |
| 3-year earnings growth | 14.36 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.