Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 93 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 92 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 23.84K | — |
| 3-year earnings growth | 24.88 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.