Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 94 | — |
| Standard deviation | 12.73 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 95 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 96 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 138.58K | — |
| 3-year earnings growth | 13.23 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.