Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.29 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.77 | 0.01 |
| R-squared | 52 | 0.81 |
| Standard deviation | 18.21 | 0.26 |
| Sharpe ratio | 0.24 | 0.00 |
| Treynor ratio | 2.67 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.74 | 0.01 |
| R-squared | 66 | 0.74 |
| Standard deviation | 20.56 | 0.22 |
| Sharpe ratio | 0.26 | 0.01 |
| Treynor ratio | 2.86 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | -0.08 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.85 | 0.00 |
| R-squared | 72 | 0.71 |
| Standard deviation | 19.73 | 0.22 |
| Sharpe ratio | 0.40 | 0.00 |
| Treynor ratio | 5.35 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.95 |
| Price/Book (P/B) | 0.33 | 2.52 |
| Price/Sales (P/S) | 0.49 | 1.90 |
| Price/Cashflow (P/CF) | 0.06 | 12.09 |
| Median market vapitalization | 39.58K | 25.42K |
| 3-year earnings growth | 3.05 | 3.87 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.