Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.47 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.74 | 0.01 |
| R-squared | 85 | 0.94 |
| Standard deviation | 19.11 | 0.17 |
| Sharpe ratio | 0.84 | 0.00 |
| Treynor ratio | 11.46 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.29 | 0.01 |
| R-squared | 86 | 0.95 |
| Standard deviation | 19.68 | 0.19 |
| Sharpe ratio | 0.62 | 0.01 |
| Treynor ratio | 9.24 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.63 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.16 | 0.01 |
| R-squared | 88 | 0.95 |
| Standard deviation | 20.84 | 0.15 |
| Sharpe ratio | 0.56 | 0.01 |
| Treynor ratio | 7.85 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 0.04 |
| Price/Book (P/B) | 0.15 | 0.21 |
| Price/Sales (P/S) | 0.29 | 0.40 |
| Price/Cashflow (P/CF) | 0.05 | 0.06 |
| Median market vapitalization | 126.40K | 335.22K |
| 3-year earnings growth | 25.06 | 21.25 |
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/mutual_funds/world/risk
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