Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 79 | — |
| Standard deviation | 5.95 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 3.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 82 | — |
| Standard deviation | 7.12 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 81 | — |
| Standard deviation | 8.34 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 61.77K | — |
| 3-year earnings growth | 12.04 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.