Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 90 | — |
| Standard deviation | 11.51 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 93 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 95 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 7.54K | — |
| 3-year earnings growth | 0.64 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.