Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 95 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 4.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 96 | — |
| Standard deviation | 10.17 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 91 | — |
| Standard deviation | 9.77 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 145.39K | — |
| 3-year earnings growth | 7.78 | — |
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/mutual_funds/world/risk
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