Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 86 | — |
| Standard deviation | 5.27 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 3.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 83 | — |
| Standard deviation | 5.56 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 83 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 73.15K | — |
| 3-year earnings growth | 14.10 | — |
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/mutual_funds/world/risk
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