Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.04 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.89 | 0.01 |
| R-squared | 59 | 0.78 |
| Standard deviation | 12.07 | 0.17 |
| Sharpe ratio | 0.47 | 0.00 |
| Treynor ratio | 7.34 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.05 | 0.01 |
| R-squared | 67 | 0.83 |
| Standard deviation | 13.66 | 0.19 |
| Sharpe ratio | 0.68 | 0.00 |
| Treynor ratio | 12.12 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.88 | 0.01 |
| R-squared | 78 | 0.84 |
| Standard deviation | 13.69 | 0.16 |
| Sharpe ratio | 0.60 | 0.01 |
| Treynor ratio | 9.70 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0.06 |
| Price/Book (P/B) | 0.42 | 0.41 |
| Price/Sales (P/S) | 0.62 | 0.59 |
| Price/Cashflow (P/CF) | 0.09 | 0.09 |
| Median market vapitalization | 117.56K | 115.07K |
| 3-year earnings growth | -2.88 | 17.22 |
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/mutual_funds/world/risk
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