Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 96 | — |
| Standard deviation | 8.37 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 96 | — |
| Standard deviation | 9.76 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 97 | — |
| Standard deviation | 11.08 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 105.47K | — |
| 3-year earnings growth | 15.43 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.