Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 14.62 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.77 | — |
| Beta | 1 | — |
| Mean annual return | -0.42 | — |
| R-squared | 95 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -9.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 92 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 102.59K | — |
| 3-year earnings growth | 9.12 | — |
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/mutual_funds/world/risk
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