Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.12 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.26 | 0.02 |
| R-squared | 85 | 0.89 |
| Standard deviation | 14.04 | 0.19 |
| Sharpe ratio | 0.72 | 0.01 |
| Treynor ratio | 9.14 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | 0.04 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.02 |
| R-squared | — | 0.87 |
| Standard deviation | — | 0.15 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.18 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.02 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.88 |
| Standard deviation | — | 0.15 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 33.46 |
| Price/Book (P/B) | 0.19 | 5.38 |
| Price/Sales (P/S) | 0.39 | 3.97 |
| Price/Cashflow (P/CF) | 0.05 | 21.99 |
| Median market vapitalization | 126.29K | 139.28K |
| 3-year earnings growth | 18.59 | 20.56 |
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/mutual_funds/world/risk
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