Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 80 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 10.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 85 | — |
| Standard deviation | 17.57 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 87 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 59.59K | — |
| 3-year earnings growth | 12.93 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.