Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 88 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -3.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.54 | — |
| Beta | 1 | — |
| Mean annual return | -0.20 | — |
| R-squared | 70 | — |
| Standard deviation | 14.62 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -6.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -8.84 | — |
| Beta | 1 | — |
| Mean annual return | -0.12 | — |
| R-squared | 78 | — |
| Standard deviation | 18.69 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -4.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 12.90K | — |
| 3-year earnings growth | 17.26 | — |
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/mutual_funds/world/risk
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