Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 83 | — |
| Standard deviation | 10.04 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 85 | — |
| Standard deviation | 11.84 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -7.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 89 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 2.67M | — |
| 3-year earnings growth | 14.05 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.