Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 99 | — |
| Standard deviation | 10.03 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 9.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 99 | — |
| Standard deviation | 12.31 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 9.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 99 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 59.08K | — |
| 3-year earnings growth | 10.97 | — |
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/mutual_funds/world/risk
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