Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 95 | — |
| Standard deviation | 10.44 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 13.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 94 | — |
| Standard deviation | 11.42 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 12.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 90 | — |
| Standard deviation | 12.27 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 58.05K | — |
| 3-year earnings growth | 6.72 | — |
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/mutual_funds/world/risk
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