Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 73 | — |
| Standard deviation | 10.93 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 78 | — |
| Standard deviation | 12.58 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 85 | — |
| Standard deviation | 12.70 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 116.25K | — |
| 3-year earnings growth | 1.85 | — |
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/mutual_funds/world/risk
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