Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 96 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 93 | — |
| Standard deviation | 12 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -1.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 91 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 68.17K | — |
| 3-year earnings growth | 10.15 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.