Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 70 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 9.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 84 | — |
| Standard deviation | 11.76 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 92 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 51.54K | — |
| 3-year earnings growth | 9.44 | — |
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/mutual_funds/world/risk
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