Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 77 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 8.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 18.07 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 3.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 81 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 6.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 1.28 | — |
| Price/Sales (P/S) | 0.89 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 310.66K | — |
| 3-year earnings growth | -2.83 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.