Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 98 | — |
| Standard deviation | 12.61 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 15.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 99 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 73 | — |
| Standard deviation | 19.34 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 62.20K | — |
| 3-year earnings growth | 15.24 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.