Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 88 | — |
| Standard deviation | 21.35 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 87 | — |
| Standard deviation | 21.89 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 85 | — |
| Standard deviation | 18.06 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 7.75K | — |
| 3-year earnings growth | 14.18 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.