Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.26 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.41 | 0.01 |
| R-squared | 20 | 0.37 |
| Standard deviation | 12.66 | 0.15 |
| Sharpe ratio | 0.95 | 0.01 |
| Treynor ratio | 23.38 | 0.16 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.98 | 0.00 |
| Beta | 1 | 0.00 |
| Mean annual return | 1.30 | 0.01 |
| R-squared | 41 | 0.29 |
| Standard deviation | 15.36 | 0.13 |
| Sharpe ratio | 0.79 | 0.01 |
| Treynor ratio | 16.66 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | 0.05 |
| Beta | 1 | 0.00 |
| Mean annual return | 0.88 | 0.01 |
| R-squared | 41 | 0.25 |
| Standard deviation | 14.18 | 0.13 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 12.08 | 0.22 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 21.62 |
| Price/Book (P/B) | 0.49 | 2.12 |
| Price/Sales (P/S) | 0.35 | 2.27 |
| Price/Cashflow (P/CF) | 0.11 | 10.16 |
| Median market vapitalization | 41.04K | 31.74K |
| 3-year earnings growth | 8.59 | 3.49 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.