Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 85 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 92 | — |
| Standard deviation | 15.93 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 94 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 1.45 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 3.39K | — |
| 3-year earnings growth | 21.36 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.