Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 80 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 86 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 88 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 21.10K | — |
| 3-year earnings growth | 11.86 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.