Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 62 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 4.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 74 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 76 | — |
| Standard deviation | 8.01 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 58.18K | — |
| 3-year earnings growth | 4.25 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.