Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 83 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 11.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 87 | — |
| Standard deviation | 18.45 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 88 | — |
| Standard deviation | 17.52 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 70.25K | — |
| 3-year earnings growth | 13.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.