Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 95 | — |
| Standard deviation | 10.95 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 94 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 95 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 72.09K | — |
| 3-year earnings growth | 9.43 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.