Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 19 | — |
| Standard deviation | 7.07 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 31 | — |
| Standard deviation | 8.23 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 48 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 11.64K | — |
| 3-year earnings growth | -6.30 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.