Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 90 | — |
| Standard deviation | 9.24 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 10.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 10.88 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 10.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 86 | — |
| Standard deviation | 10.76 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 126.07K | — |
| 3-year earnings growth | -0.81 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.