Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 93 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 4.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 95 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 91 | — |
| Standard deviation | 7.67 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 139.77K | — |
| 3-year earnings growth | 14.90 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.