Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 89 | — |
| Standard deviation | 8.41 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 89 | — |
| Standard deviation | 9.97 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 85 | — |
| Standard deviation | 8.98 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 200.06K | — |
| 3-year earnings growth | 15.38 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.