Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.31 | 0.02 |
| R-squared | 76 | 0.89 |
| Standard deviation | 28.11 | 0.19 |
| Sharpe ratio | 0.51 | 0.01 |
| Treynor ratio | 7.95 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.33 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.35 | 0.02 |
| R-squared | 73 | 0.87 |
| Standard deviation | 25.38 | 0.15 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 10.09 | 0.18 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.02 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.88 |
| Standard deviation | — | 0.15 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 33.46 |
| Price/Book (P/B) | 0.23 | 5.38 |
| Price/Sales (P/S) | 0.32 | 3.97 |
| Price/Cashflow (P/CF) | 0.06 | 21.99 |
| Median market vapitalization | 38.53K | 139.28K |
| 3-year earnings growth | 15.18 | 20.56 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.