Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 45 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 65 | — |
| Standard deviation | 11.96 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 71 | — |
| Standard deviation | 12.74 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 9.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 47.95K | — |
| 3-year earnings growth | 7.98 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.