Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 79 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -2.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -11.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.47 | — |
| R-squared | 77 | — |
| Standard deviation | 18.55 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -10.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 77 | — |
| Standard deviation | 17.60 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 49.31K | — |
| 3-year earnings growth | 27.34 | — |
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/mutual_funds/world/risk
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