Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.12 | -0.06 |
| Beta | 2 | 0.01 |
| Mean annual return | 1.93 | 0.01 |
| R-squared | 69 | 0.88 |
| Standard deviation | 23.25 | 0.23 |
| Sharpe ratio | 0.79 | 0.01 |
| Treynor ratio | 10.49 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.31 | -0.05 |
| Beta | 2 | 0.01 |
| Mean annual return | 1.22 | 0.01 |
| R-squared | 74 | 0.85 |
| Standard deviation | 26.34 | 0.19 |
| Sharpe ratio | 0.43 | 0.01 |
| Treynor ratio | 5.55 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.26 | -0.04 |
| Beta | 2 | 0.01 |
| Mean annual return | 1.45 | 0.01 |
| R-squared | 75 | 0.84 |
| Standard deviation | 28.95 | 0.17 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 6.88 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.15 |
| Price/Book (P/B) | 0.28 | 3.13 |
| Price/Sales (P/S) | 0.43 | 1.88 |
| Price/Cashflow (P/CF) | 0.07 | 13.30 |
| Median market vapitalization | 21.86K | 11.15K |
| 3-year earnings growth | 0 | 9.90 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.