Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 46 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.83 | — |
| Beta | 1 | — |
| Mean annual return | -0.45 | — |
| R-squared | 52 | — |
| Standard deviation | 12.23 | — |
| Sharpe ratio | -0.71 | — |
| Treynor ratio | -11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 41 | — |
| Standard deviation | 11.12 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -3.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 41.97M | — |
| 3-year earnings growth | 15.94 | — |
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/mutual_funds/world/risk
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