Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 96 | — |
| Standard deviation | 4.44 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 2.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 5.80 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 89 | — |
| Standard deviation | 5.51 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 154.32K | — |
| 3-year earnings growth | 14.73 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.