Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 89 | — |
| Standard deviation | 19.03 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 92 | — |
| Standard deviation | 22.51 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -4.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 91 | — |
| Standard deviation | 19.75 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 32.79K | — |
| 3-year earnings growth | 10.71 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.