Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.44 | 0.01 |
| R-squared | 99 | 0.94 |
| Standard deviation | 12.60 | 0.17 |
| Sharpe ratio | 1 | 0.00 |
| Treynor ratio | 12.44 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.96 | 0.01 |
| R-squared | 99 | 0.95 |
| Standard deviation | 15.56 | 0.19 |
| Sharpe ratio | 0.51 | 0.01 |
| Treynor ratio | 7.05 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.17 | 0.01 |
| R-squared | 99 | 0.95 |
| Standard deviation | 15.51 | 0.15 |
| Sharpe ratio | 0.76 | 0.01 |
| Treynor ratio | 10.98 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.23 | 0.21 |
| Price/Sales (P/S) | 0.34 | 0.40 |
| Price/Cashflow (P/CF) | 0.06 | 0.06 |
| Median market vapitalization | 254.68K | 335.22K |
| 3-year earnings growth | 17.10 | 21.25 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.