Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 75 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 3.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 76 | — |
| Standard deviation | 8.39 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 80 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 111.64K | — |
| 3-year earnings growth | 12.95 | — |
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/mutual_funds/world/risk
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