Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 78 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 14.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 84 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 87 | — |
| Standard deviation | 16.74 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 140.92K | — |
| 3-year earnings growth | 9.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.