Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 32 | — |
| Standard deviation | 6.29 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -2.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 51 | — |
| Standard deviation | 6.77 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 48 | — |
| Standard deviation | 5.84 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 1.03M | — |
| 3-year earnings growth | 9.25 | — |
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/mutual_funds/world/risk
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