Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 73 | — |
| Standard deviation | 7.32 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 5.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 74 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 81 | — |
| Standard deviation | 8.92 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 684.60K | — |
| 3-year earnings growth | 14.91 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.