Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 12.04 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 97 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 89 | — |
| Standard deviation | 12.12 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 83.39K | — |
| 3-year earnings growth | 3.63 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.