Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.66 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 41 | — |
| Standard deviation | 2.58 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 6.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.79 | — |
| Beta | 0 | — |
| Mean annual return | 0.27 | — |
| R-squared | 33 | — |
| Standard deviation | 3.02 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.73 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 8.15K | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.