Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 93 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 3.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 95 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 94 | — |
| Standard deviation | 9.14 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 149.26K | — |
| 3-year earnings growth | 15.01 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.