Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 23.58 | 0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 3.12 | 0.02 |
| R-squared | 10 | 0.24 |
| Standard deviation | 29.46 | 0.38 |
| Sharpe ratio | 1.10 | 0.01 |
| Treynor ratio | 42.57 | 0.16 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 17.21 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.16 | 0.01 |
| R-squared | 16 | 0.21 |
| Standard deviation | 28.34 | 0.33 |
| Sharpe ratio | 0.79 | 0.00 |
| Treynor ratio | 26.38 | 0.04 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 10.60 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.60 | 0.00 |
| R-squared | 11 | 0.12 |
| Standard deviation | 28.04 | 0.37 |
| Sharpe ratio | 0.60 | 0.00 |
| Treynor ratio | 21.56 | -0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 15.74 |
| Price/Book (P/B) | 0.25 | 1.93 |
| Price/Sales (P/S) | 0.14 | 2.12 |
| Price/Cashflow (P/CF) | 0.07 | 7.58 |
| Median market vapitalization | 33.01K | 4.63K |
| 3-year earnings growth | 46.69 | 25.39 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.