Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 98 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 95 | — |
| Standard deviation | 13.66 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 89 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.00M | — |
| 3-year earnings growth | 20.51 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.