Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 0 | — |
| Mean annual return | 0.76 | — |
| R-squared | 3 | — |
| Standard deviation | 0.61 | — |
| Sharpe ratio | -1.26 | — |
| Treynor ratio | 43.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 0 | — |
| Mean annual return | 0.65 | — |
| R-squared | 1 | — |
| Standard deviation | 0.98 | — |
| Sharpe ratio | -1.02 | — |
| Treynor ratio | -51.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 21 | — |
| Standard deviation | 1.12 | — |
| Sharpe ratio | -1.05 | — |
| Treynor ratio | -13.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 2.53M | — |
| 3-year earnings growth | -5.99 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.