Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.03 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.74 | 0.01 |
| R-squared | 52 | 0.75 |
| Standard deviation | 12.65 | 0.17 |
| Sharpe ratio | 0.32 | 0.01 |
| Treynor ratio | 4.41 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.70 | 0.01 |
| R-squared | 63 | 0.66 |
| Standard deviation | 14.39 | 0.13 |
| Sharpe ratio | 0.35 | 0.01 |
| Treynor ratio | 5.23 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.64 |
| Standard deviation | — | 0.12 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 21.33 |
| Price/Book (P/B) | 0.46 | 2.31 |
| Price/Sales (P/S) | 0.39 | 2.62 |
| Price/Cashflow (P/CF) | 0.11 | 10.72 |
| Median market vapitalization | 28.23K | 22.30K |
| 3-year earnings growth | 12.63 | 0.45 |
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/mutual_funds/world/risk
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