Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 90 | — |
| Standard deviation | 6.11 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 3.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 90 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 3.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 99.44K | — |
| 3-year earnings growth | 2.52 | — |
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/mutual_funds/world/risk
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