Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 77 | — |
| Standard deviation | 10.70 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 72 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 70 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 29.25K | — |
| 3-year earnings growth | 12.97 | — |
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/mutual_funds/world/risk
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