Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 86 | — |
| Standard deviation | 6.95 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 4.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 90 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 73 | — |
| Standard deviation | 9.37 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 224.35K | — |
| 3-year earnings growth | 20.56 | — |
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/mutual_funds/world/risk
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