Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.30 | 0 |
| Beta | 0 | 0 |
| Mean annual return | 1 | 0 |
| R-squared | 0 | 0 |
| Standard deviation | 2.58 | 0 |
| Sharpe ratio | 2.87 | 0 |
| Treynor ratio | -18.94K | 0 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | 0 |
| Beta | — | 0 |
| Mean annual return | — | 0 |
| R-squared | — | 0 |
| Standard deviation | — | 0 |
| Sharpe ratio | — | 0 |
| Treynor ratio | — | 0 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0 |
| Beta | — | 0 |
| Mean annual return | — | 0 |
| R-squared | — | 0 |
| Standard deviation | — | 0 |
| Sharpe ratio | — | 0 |
| Treynor ratio | — | 0 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0.11 |
| Price/Book (P/B) | 0 | 0.64 |
| Price/Sales (P/S) | 0 | 0.15 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 3.83K |
| 3-year earnings growth | 0 | 4.27 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.