Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 57 | — |
| Standard deviation | 17.57 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 16.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 59 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 57 | — |
| Standard deviation | 20.37 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.20K | — |
| 3-year earnings growth | 15.98 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.