Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 88 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -2.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 93 | — |
| Standard deviation | 16.98 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 93 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 1.03 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 1.07K | — |
| 3-year earnings growth | -0.58 | — |
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/mutual_funds/world/risk
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