Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 88 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 85 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 88 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 17.06K | — |
| 3-year earnings growth | 18.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.