Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 92 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 92 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 94 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 510.44K | — |
| 3-year earnings growth | 23.16 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.