Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 84 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 2 | — |
| Mean annual return | 0.03 | — |
| R-squared | 82 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -2.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 63 | — |
| Standard deviation | 7.52 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 0.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 1.83 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 5.07 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 1.22K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.