Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 70 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 82 | — |
| Standard deviation | 14.80 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 89 | — |
| Standard deviation | 17.99 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 14.72K | — |
| 3-year earnings growth | 14.99 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.