Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 71 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 82 | — |
| Standard deviation | 15.61 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -8.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 79 | — |
| Standard deviation | 16.69 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -2.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.22M | — |
| 3-year earnings growth | 6.91 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.