Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 92 | — |
| Standard deviation | 16.93 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 94 | — |
| Standard deviation | 17.35 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -4.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 94 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 19.41K | — |
| 3-year earnings growth | -1.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.