Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 85 | — |
| Standard deviation | 5.84 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 2.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 89 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 89 | — |
| Standard deviation | 7.33 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 107.79K | — |
| 3-year earnings growth | 13.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.