Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 89 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -3.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.25 | — |
| R-squared | 92 | — |
| Standard deviation | 17 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -5.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 89 | — |
| Standard deviation | 17.52 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 35.54K | — |
| 3-year earnings growth | 9.05 | — |
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/mutual_funds/world/risk
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