Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 75 | — |
| Standard deviation | 11.17 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 12.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 70 | — |
| Standard deviation | 13.47 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 75 | — |
| Standard deviation | 14.06 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 152.27K | — |
| 3-year earnings growth | 7.61 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.