Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.38 | 0.01 |
| R-squared | 89 | 0.95 |
| Standard deviation | 12 | 0.18 |
| Sharpe ratio | 0.97 | 0.00 |
| Treynor ratio | 12.49 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.73 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.91 | 0.01 |
| R-squared | 92 | 0.94 |
| Standard deviation | 14.90 | 0.15 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 6.76 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.93 |
| Standard deviation | — | 0.15 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.05 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 19.50 |
| Price/Book (P/B) | 0.47 | 2.01 |
| Price/Sales (P/S) | 0.61 | 1.61 |
| Price/Cashflow (P/CF) | 0.10 | 11.12 |
| Median market vapitalization | 59.48K | 55.01K |
| 3-year earnings growth | 12.65 | 3.07 |
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/mutual_funds/world/risk
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