Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 99 | — |
| Standard deviation | 13.79 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 98 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 94 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.98M | — |
| 3-year earnings growth | 19.80 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.