Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.80 | — |
| R-squared | 84 | — |
| Standard deviation | 19.15 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 16.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -14.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 84 | — |
| Standard deviation | 23.83 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -2.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -10.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 81 | — |
| Standard deviation | 19.86 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 171.39K | — |
| 3-year earnings growth | 30.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.