Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.56 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.20 | 0.01 |
| R-squared | 57 | 0.83 |
| Standard deviation | 18.73 | 0.26 |
| Sharpe ratio | 0.51 | 0.01 |
| Treynor ratio | 7.27 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.32 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.76 | 0.01 |
| R-squared | 62 | 0.77 |
| Standard deviation | 18.99 | 0.21 |
| Sharpe ratio | 0.30 | 0.01 |
| Treynor ratio | 4.11 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.03 | 0.01 |
| R-squared | 68 | 0.78 |
| Standard deviation | 20.51 | 0.19 |
| Sharpe ratio | 0.48 | 0.01 |
| Treynor ratio | 7.38 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 20.63 |
| Price/Book (P/B) | 0.54 | 2.87 |
| Price/Sales (P/S) | 0.95 | 1.34 |
| Price/Cashflow (P/CF) | 0.10 | 11.81 |
| Median market vapitalization | 2.59K | 4.93K |
| 3-year earnings growth | 6.50 | 10.55 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.