Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 95 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 95 | — |
| Standard deviation | 13.35 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 94 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.78M | — |
| 3-year earnings growth | 16.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.