Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 61 | — |
| Standard deviation | 10.95 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 10.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 73 | — |
| Standard deviation | 12.71 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 76 | — |
| Standard deviation | 16.95 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 1.32 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 7.84K | — |
| 3-year earnings growth | -3.86 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.