Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 91 | — |
| Standard deviation | 11.12 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 88 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 94 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 8.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 20.67K | — |
| 3-year earnings growth | 20.35 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.