Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -17.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 72 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 79 | — |
| Standard deviation | 20.05 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 78 | — |
| Standard deviation | 18.58 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 29.38K | — |
| 3-year earnings growth | 13.88 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.