Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 44 | — |
| Standard deviation | 4.56 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -4.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 41 | — |
| Standard deviation | 5.38 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 37 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.63 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 7.85K | — |
| 3-year earnings growth | 0.27 | — |
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/mutual_funds/world/risk
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