Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 63 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 70 | — |
| Standard deviation | 18.46 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 65 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 33.84K | — |
| 3-year earnings growth | 13.54 | — |
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/mutual_funds/world/risk
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