Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 96 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 97 | — |
| Standard deviation | 8.63 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 91 | — |
| Standard deviation | 7.66 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 153.71K | — |
| 3-year earnings growth | 13.33 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.