Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 72 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 81 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 86 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 16.81K | — |
| 3-year earnings growth | -0.49 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.