Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 93 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 94 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 78.51K | — |
| 3-year earnings growth | 12.32 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.