Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 69 | — |
| Standard deviation | 7.06 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 12.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 81 | — |
| Standard deviation | 9.88 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 85 | — |
| Standard deviation | 10.57 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 46.22K | — |
| 3-year earnings growth | 7.06 | — |
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/mutual_funds/world/risk
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