Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 89 | — |
| Standard deviation | 9.67 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 7.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 91 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 93 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 58.07K | — |
| 3-year earnings growth | 9.98 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.