Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 85 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 81 | — |
| Standard deviation | 7.61 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 83 | — |
| Standard deviation | 7.28 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 120.00K | — |
| 3-year earnings growth | 12.44 | — |
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/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.