Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 27 | — |
| Standard deviation | 4.10 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 53 | — |
| Standard deviation | 5.35 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -3.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 57 | — |
| Standard deviation | 5.17 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 112.00K | — |
| 3-year earnings growth | 7.93 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.