Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 80 | — |
| Standard deviation | 10.91 | — |
| Sharpe ratio | 1.40 | — |
| Treynor ratio | 16.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 87 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 9.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 87 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 32.40K | — |
| 3-year earnings growth | 0.83 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.