Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 92 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 13.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 95 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 95 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 93.97K | — |
| 3-year earnings growth | 18.39 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.