Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 96 | — |
| Standard deviation | 11.54 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 8.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 95 | — |
| Standard deviation | 15.47 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 96 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 13.60K | — |
| 3-year earnings growth | 14.04 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.