Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -16.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 34 | — |
| Standard deviation | 21.48 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -4.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -23.90 | — |
| Beta | 1 | — |
| Mean annual return | -0.57 | — |
| R-squared | 55 | — |
| Standard deviation | 25.07 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -14.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 58 | — |
| Standard deviation | 23.63 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 7.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 69.50K | — |
| 3-year earnings growth | 23.70 | — |
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/mutual_funds/world/risk
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