Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 68 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 80 | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 82 | — |
| Standard deviation | 18.27 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 17.64K | — |
| 3-year earnings growth | 10.39 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.