Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 97 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 96 | — |
| Standard deviation | 13.09 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 96 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 6.16M | — |
| 3-year earnings growth | 18.62 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.