Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 82 | — |
| Standard deviation | 7.99 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 87 | — |
| Standard deviation | 9.86 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 79 | — |
| Standard deviation | 9.17 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 261.30K | — |
| 3-year earnings growth | 12.56 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.