Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.21 | — |
| Beta | 1 | — |
| Mean annual return | -0.38 | — |
| R-squared | 48 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | -0.64 | — |
| Treynor ratio | -13.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.03 | — |
| Beta | 1 | — |
| Mean annual return | -0.35 | — |
| R-squared | 55 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -11.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 59 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.17 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 152 | — |
| 3-year earnings growth | -2.01 | — |
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