Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 88 | — |
| Standard deviation | 10.19 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 7.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 86 | — |
| Standard deviation | 12.41 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 85 | — |
| Standard deviation | 11.91 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 301.76K | — |
| 3-year earnings growth | 10.69 | — |
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/mutual_funds/world/risk
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