Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 91 | — |
| Standard deviation | 18.38 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 90 | — |
| Standard deviation | 19.51 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 88 | — |
| Standard deviation | 16.93 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 244.92K | — |
| 3-year earnings growth | 18.94 | — |
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/mutual_funds/world/risk
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