Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 49 | — |
| Standard deviation | 4.63 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 65 | — |
| Standard deviation | 5.83 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 70 | — |
| Standard deviation | 5.25 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 100.57K | — |
| 3-year earnings growth | 5.96 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.