Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 92 | — |
| Standard deviation | 6.76 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 5.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 91 | — |
| Standard deviation | 8.36 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 91 | — |
| Standard deviation | 8.74 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 161.23K | — |
| 3-year earnings growth | 9.54 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.