Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 42 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -2.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -13.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 57 | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -2.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 63 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.11K | — |
| 3-year earnings growth | 4.58 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.