Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.14 | 0.01 |
| R-squared | 69 | 0.88 |
| Standard deviation | 10.92 | 0.15 |
| Sharpe ratio | 0.81 | 0.01 |
| Treynor ratio | 13.01 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.27 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.42 | 0.01 |
| R-squared | 75 | 0.83 |
| Standard deviation | 12.31 | 0.12 |
| Sharpe ratio | 0.12 | 0.01 |
| Treynor ratio | 1.12 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.68 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.61 | 0.01 |
| R-squared | 77 | 0.80 |
| Standard deviation | 12.79 | 0.12 |
| Sharpe ratio | 0.38 | 0.01 |
| Treynor ratio | 5.81 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 25.35 |
| Price/Book (P/B) | 0.63 | 4.26 |
| Price/Sales (P/S) | 0.61 | 2.81 |
| Price/Cashflow (P/CF) | 0.13 | 17.19 |
| Median market vapitalization | 35.48K | 210.15K |
| 3-year earnings growth | -5.82 | 18.95 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.