Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 83 | — |
| Standard deviation | 8.33 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 3.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 86 | — |
| Standard deviation | 10.22 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 88 | — |
| Standard deviation | 10.04 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 62.37K | — |
| 3-year earnings growth | 11.91 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.