Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 73 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 13.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 78 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 84 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.02M | — |
| 3-year earnings growth | 20.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.