Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 0 | — |
| Mean annual return | 0.27 | — |
| R-squared | 80 | — |
| Standard deviation | 2.04 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 69 | — |
| Standard deviation | 4.44 | — |
| Sharpe ratio | -0.52 | — |
| Treynor ratio | -3.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 63 | — |
| Standard deviation | 4.44 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 1.03 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 67 | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.