Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 44 | — |
| Standard deviation | 5.21 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 4.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 0 | — |
| Mean annual return | 0.34 | — |
| R-squared | 14 | — |
| Standard deviation | 4.99 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 27 | — |
| Standard deviation | 5.54 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 367.86K | — |
| 3-year earnings growth | 14.56 | — |
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/mutual_funds/world/risk
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