Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 89 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 81 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 78 | — |
| Standard deviation | 12.45 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 6.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.08M | — |
| 3-year earnings growth | 11.28 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.