Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 93 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 14.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 95 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 95 | — |
| Standard deviation | 17.45 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 105.59K | — |
| 3-year earnings growth | 14.71 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.