Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 96 | — |
| Standard deviation | 15.13 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.15 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 96 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -5.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 96 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 115.43K | — |
| 3-year earnings growth | 15.14 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.