Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.09 | — |
| R-squared | 22 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -6.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 45 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 55 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 2.13 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 200 | — |
| 3-year earnings growth | 11 | — |
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/mutual_funds/world/risk
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