Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 74 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 14.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 85 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 89 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 139.31K | — |
| 3-year earnings growth | 9.11 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.