Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 83 | — |
| Standard deviation | 5.44 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 5.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 89 | — |
| Standard deviation | 7.35 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 88 | — |
| Standard deviation | 7.82 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 135.27K | — |
| 3-year earnings growth | 13.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.