Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 88 | — |
| Standard deviation | 10.64 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 91 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 92 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 2.52K | — |
| 3-year earnings growth | 6.82 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.