Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 88 | — |
| Standard deviation | 15.82 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 89 | — |
| Standard deviation | 17.46 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 14.23K | — |
| 3-year earnings growth | 18.42 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.