Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 88 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 14.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 90 | — |
| Standard deviation | 11.08 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 92 | — |
| Standard deviation | 11.35 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 656.33K | — |
| 3-year earnings growth | 9.05 | — |
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/mutual_funds/world/risk
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