Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 100 | — |
| Standard deviation | 23.37 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | -0.14 | — |
| R-squared | 100 | — |
| Standard deviation | 27.86 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -8.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 99 | — |
| Standard deviation | 23.75 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 92.87K | — |
| 3-year earnings growth | 13.85 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.