Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 75 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 3.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 79 | — |
| Standard deviation | 9.88 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 73 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 68.65K | — |
| 3-year earnings growth | 14.22 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.