Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 54 | — |
| Standard deviation | 14.43 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 59 | — |
| Standard deviation | 14.43 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 72 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -3.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 201.47K | — |
| 3-year earnings growth | 12.48 | — |
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/mutual_funds/world/risk
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