Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 46 | — |
| Standard deviation | 5.62 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 60 | — |
| Standard deviation | 6.84 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 72 | — |
| Standard deviation | 8.26 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 50.40K | — |
| 3-year earnings growth | 9.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.