Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 77 | — |
| Standard deviation | 12.49 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 10.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 81 | — |
| Standard deviation | 13.83 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 83 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 187.03K | — |
| 3-year earnings growth | 14.64 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.