Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 95 | — |
| Standard deviation | 6.68 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 7.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 94 | — |
| Standard deviation | 7.53 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 6.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 90 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 5.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 56.54K | — |
| 3-year earnings growth | 5.56 | — |
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/mutual_funds/world/risk
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