Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 92 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 5.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 92 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 94 | — |
| Standard deviation | 8.36 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 76.00K | — |
| 3-year earnings growth | 11.31 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.