Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 56 | — |
| Standard deviation | 10.52 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 70 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 72 | — |
| Standard deviation | 15.16 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 1.04 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 944 | — |
| 3-year earnings growth | 10.29 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.