Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 87 | — |
| Standard deviation | 17.54 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.51 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 91 | — |
| Standard deviation | 21.68 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -6.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 91 | — |
| Standard deviation | 19.33 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 35.73K | — |
| 3-year earnings growth | 10.52 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.