Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 89 | — |
| Standard deviation | 5.62 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 84 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -1.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 47 | — |
| Standard deviation | 6.74 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.41K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.