Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.82 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.97 | 0.01 |
| R-squared | 91 | 0.78 |
| Standard deviation | 20.49 | 0.17 |
| Sharpe ratio | 0.51 | 0.00 |
| Treynor ratio | 8.34 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.02 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.06 | 0.01 |
| R-squared | 89 | 0.83 |
| Standard deviation | 16.73 | 0.19 |
| Sharpe ratio | 0.69 | 0.00 |
| Treynor ratio | 10.20 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.08 | 0.01 |
| R-squared | 91 | 0.84 |
| Standard deviation | 14.62 | 0.16 |
| Sharpe ratio | 0.84 | 0.01 |
| Treynor ratio | 11.41 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 17.08 | 0.06 |
| Price/Book (P/B) | 2.78 | 0.41 |
| Price/Sales (P/S) | 1.85 | 0.59 |
| Price/Cashflow (P/CF) | 13 | 0.09 |
| Median market vapitalization | 49.36K | 115.07K |
| 3-year earnings growth | 13.43 | 17.22 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.