Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 80 | — |
| Standard deviation | 10.56 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 84 | — |
| Standard deviation | 11.54 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 86 | — |
| Standard deviation | 12.52 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.05 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 21.73K | — |
| 3-year earnings growth | 7.95 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.