Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 98 | — |
| Standard deviation | 20.38 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.24 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 97 | — |
| Standard deviation | 24.46 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -6.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 96 | — |
| Standard deviation | 20.60 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.85 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 723.16K | — |
| 3-year earnings growth | 7.29 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.