Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 80 | — |
| Standard deviation | 8.84 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 76 | — |
| Standard deviation | 10.04 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 82 | — |
| Standard deviation | 9.23 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 579.13K | — |
| 3-year earnings growth | 17.15 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.