Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 92 | — |
| Standard deviation | 17.87 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 19.80 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 93 | — |
| Standard deviation | 16.51 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 1.21 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 4.78K | — |
| 3-year earnings growth | -18.68 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.