Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 93 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 95 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 97 | — |
| Standard deviation | 17.19 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 1.42 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 2.58K | — |
| 3-year earnings growth | 0.38 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.