Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | -1 | — |
| Mean annual return | -0.30 | — |
| R-squared | 1 | — |
| Standard deviation | 10.09 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | 9.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.11 | — |
| Beta | 0 | — |
| Mean annual return | -0.19 | — |
| R-squared | 0 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -12.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 4 | — |
| Standard deviation | 5.82 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.