Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 93 | — |
| Standard deviation | 9.67 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 88 | — |
| Standard deviation | 10.67 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 11.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 91 | — |
| Standard deviation | 11.48 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 52.01K | — |
| 3-year earnings growth | -2.58 | — |
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/mutual_funds/world/risk
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