Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 0 | — |
| Mean annual return | 0.72 | — |
| R-squared | 47 | — |
| Standard deviation | 2.48 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -4.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.61 | — |
| R-squared | 28 | — |
| Standard deviation | 2.07 | — |
| Sharpe ratio | -0.66 | — |
| Treynor ratio | -7.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 0 | — |
| Mean annual return | 0.46 | — |
| R-squared | 45 | — |
| Standard deviation | 2.90 | — |
| Sharpe ratio | -0.73 | — |
| Treynor ratio | -6.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 7.27M | — |
| 3-year earnings growth | 17.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.