Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 93 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.86 | — |
| Beta | 1 | — |
| Mean annual return | -0.52 | — |
| R-squared | 94 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | -0.58 | — |
| Treynor ratio | -10.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 92 | — |
| Standard deviation | 14.15 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 109.99K | — |
| 3-year earnings growth | 11.19 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.