Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 98 | — |
| Standard deviation | 12.10 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 11.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 98 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 98 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 118.77K | — |
| 3-year earnings growth | 13.50 | — |
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/mutual_funds/world/risk
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