Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 0 | — |
| Mean annual return | 0.65 | — |
| R-squared | 14 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 8.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 0 | — |
| Mean annual return | 0.39 | — |
| R-squared | 25 | — |
| Standard deviation | 8.73 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 2.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 0 | — |
| Mean annual return | 0.48 | — |
| R-squared | 38 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 7.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 21.47K | — |
| 3-year earnings growth | 13.95 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.