Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 94 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 94 | — |
| Standard deviation | 18.47 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 94 | — |
| Standard deviation | 19.30 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 594.70K | — |
| 3-year earnings growth | 16.27 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.