Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 93 | — |
| Standard deviation | 19.93 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.20 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 95 | — |
| Standard deviation | 23.90 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -6.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 93 | — |
| Standard deviation | 21.71 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 58.80K | — |
| 3-year earnings growth | 20.04 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.