Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.74 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.26 | 0.02 |
| R-squared | 76 | 0.82 |
| Standard deviation | 17.59 | 0.23 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 7.14 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.72 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.54 | 0.02 |
| R-squared | 74 | 0.79 |
| Standard deviation | 20.35 | 0.19 |
| Sharpe ratio | 0.15 | 0.01 |
| Treynor ratio | 0.89 | 0.17 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.53 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.17 | 0.01 |
| R-squared | 79 | 0.80 |
| Standard deviation | 19.22 | 0.17 |
| Sharpe ratio | 0.61 | 0.01 |
| Treynor ratio | 9.20 | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 35.75 |
| Price/Book (P/B) | 0.13 | 5.98 |
| Price/Sales (P/S) | 0.30 | 4.25 |
| Price/Cashflow (P/CF) | 0.04 | 25.61 |
| Median market vapitalization | 34.64K | 19.46K |
| 3-year earnings growth | 22.19 | 16.64 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.