Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 90 | — |
| Standard deviation | 7.97 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 94 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 10.28 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 26.92K | — |
| 3-year earnings growth | 23.51 | — |
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/mutual_funds/world/risk
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