Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.38 | 0.01 |
| R-squared | 99 | 0.94 |
| Standard deviation | 12.11 | 0.17 |
| Sharpe ratio | 0.98 | 0.00 |
| Treynor ratio | 12.20 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.95 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 15.19 | 0.19 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 7.20 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.14 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 15.11 | 0.15 |
| Sharpe ratio | 0.75 | 0.01 |
| Treynor ratio | 10.87 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.21 | 0.21 |
| Price/Sales (P/S) | 0.35 | 0.40 |
| Price/Cashflow (P/CF) | 0.06 | 0.06 |
| Median market vapitalization | 285.46K | 335.22K |
| 3-year earnings growth | 18.20 | 21.25 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.