Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 87 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 12.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 94 | — |
| Standard deviation | 10.35 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 12.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 95 | — |
| Standard deviation | 12.87 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 1.00 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 39.37K | — |
| 3-year earnings growth | -3.97 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.