Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 96 | — |
| Standard deviation | 21.84 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 97 | — |
| Standard deviation | 25.37 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -3.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 94 | — |
| Standard deviation | 21.30 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 692.65K | — |
| 3-year earnings growth | 14.14 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.