Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 71 | — |
| Standard deviation | 10.07 | — |
| Sharpe ratio | 1.26 | — |
| Treynor ratio | 18.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 78 | — |
| Standard deviation | 11.72 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.03 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 30.86K | — |
| 3-year earnings growth | 11.26 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.