Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 59 | — |
| Standard deviation | 8.90 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 71 | — |
| Standard deviation | 11.74 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 76 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 25.10K | — |
| 3-year earnings growth | 5.43 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.