Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.31 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.85 | 0.01 |
| R-squared | 69 | 0.78 |
| Standard deviation | 12 | 0.17 |
| Sharpe ratio | 0.44 | 0.00 |
| Treynor ratio | 6.22 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.95 | 0.01 |
| R-squared | 77 | 0.83 |
| Standard deviation | 14.64 | 0.19 |
| Sharpe ratio | 0.55 | 0.00 |
| Treynor ratio | 8.73 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.89 | 0.01 |
| R-squared | 85 | 0.84 |
| Standard deviation | 15.05 | 0.16 |
| Sharpe ratio | 0.56 | 0.01 |
| Treynor ratio | 8.35 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0.06 |
| Price/Book (P/B) | 0.32 | 0.41 |
| Price/Sales (P/S) | 0.49 | 0.59 |
| Price/Cashflow (P/CF) | 0.07 | 0.09 |
| Median market vapitalization | 184.43K | 115.07K |
| 3-year earnings growth | 7.85 | 17.22 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.