Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | -0.43 | — |
| R-squared | 87 | — |
| Standard deviation | 15.94 | — |
| Sharpe ratio | -0.71 | — |
| Treynor ratio | -13.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 88 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -6.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 94 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -5.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.