Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 63 | — |
| Standard deviation | 5.07 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 58 | — |
| Standard deviation | 6.01 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 53 | — |
| Standard deviation | 6.26 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 144.49K | — |
| 3-year earnings growth | 13.57 | — |
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/mutual_funds/world/risk
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