Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.26 | — |
| R-squared | 7 | — |
| Standard deviation | 2.18 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 2.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 0 | — |
| Standard deviation | 2.70 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | -176.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 0 | — |
| Mean annual return | -0.07 | — |
| R-squared | 2 | — |
| Standard deviation | 3.09 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -24.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 27.19K | — |
| 3-year earnings growth | 9.76 | — |
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/mutual_funds/world/risk
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