Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 94 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 96 | — |
| Standard deviation | 21.07 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 95 | — |
| Standard deviation | 21.32 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 51.19K | — |
| 3-year earnings growth | -5.97 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.