Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 81 | — |
| Standard deviation | 2.16 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -1.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 82 | — |
| Standard deviation | 2.69 | — |
| Sharpe ratio | -1.13 | — |
| Treynor ratio | -2.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 61 | — |
| Standard deviation | 2.28 | — |
| Sharpe ratio | -0.70 | — |
| Treynor ratio | -1.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 33.54K | — |
| 3-year earnings growth | 8.64 | — |
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/mutual_funds/world/risk
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