Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 44 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 28 | — |
| Standard deviation | 23.84 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 6.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 42 | — |
| Standard deviation | 23.21 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.28 | — |
| Price/Book (P/B) | 1.57 | — |
| Price/Sales (P/S) | 2.44 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 25.18K | — |
| 3-year earnings growth | 0 | — |
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