Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 81 | — |
| Standard deviation | 3.86 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 1.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 84 | — |
| Standard deviation | 3.73 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 83 | — |
| Standard deviation | 4.74 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 1.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 9.94M | — |
| 3-year earnings growth | 20.65 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.