Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 86 | — |
| Standard deviation | 5.62 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 3.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 67 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 64 | — |
| Standard deviation | 6.06 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 78.52K | — |
| 3-year earnings growth | 19.69 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.