Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 51 | — |
| Standard deviation | 10.17 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 9.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 67 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 72 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 59.47K | — |
| 3-year earnings growth | 1.94 | — |
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/mutual_funds/world/risk
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