Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 95 | — |
| Standard deviation | 24.81 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 5.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | -0.24 | — |
| R-squared | 96 | — |
| Standard deviation | 29.40 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -9.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 93 | — |
| Standard deviation | 24.18 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 4.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 37.15K | — |
| 3-year earnings growth | 11.78 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.