Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 66 | — |
| Standard deviation | 8.74 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 8.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 72 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 73 | — |
| Standard deviation | 15.05 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 13.13K | — |
| 3-year earnings growth | 14.03 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.