Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 65 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 75 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 77 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 54.70K | — |
| 3-year earnings growth | 15.29 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.