Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 92 | — |
| Standard deviation | 9.45 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 7.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 82 | — |
| Standard deviation | 9.08 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 5.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 83 | — |
| Standard deviation | 10.87 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 6.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 138.47K | — |
| 3-year earnings growth | 17.46 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.