Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 68 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 10.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 74 | — |
| Standard deviation | 17.86 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 11.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 86 | — |
| Standard deviation | 19.60 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 7.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 57.15K | — |
| 3-year earnings growth | -10.59 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.