Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 72 | — |
| Standard deviation | 4.87 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 74 | — |
| Standard deviation | 6.03 | — |
| Sharpe ratio | -0.78 | — |
| Treynor ratio | -3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 68 | — |
| Standard deviation | 4.95 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -1.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 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.