Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.02 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.82 | 0.01 |
| R-squared | 72 | 0.82 |
| Standard deviation | 13.13 | 0.20 |
| Sharpe ratio | 1.29 | 0.01 |
| Treynor ratio | 18.32 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.38 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.44 | 0.01 |
| R-squared | 76 | 0.79 |
| Standard deviation | 17.01 | 0.17 |
| Sharpe ratio | 0.11 | 0.01 |
| Treynor ratio | 0.42 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.93 | 0.00 |
| R-squared | 75 | 0.80 |
| Standard deviation | 17.19 | 0.18 |
| Sharpe ratio | 0.52 | 0.00 |
| Treynor ratio | 7.59 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 18.62 |
| Price/Book (P/B) | 0.35 | 2.50 |
| Price/Sales (P/S) | 0.27 | 1.68 |
| Price/Cashflow (P/CF) | 0.07 | 12.35 |
| Median market vapitalization | 98.90K | 65.00K |
| 3-year earnings growth | 18.68 | 11.79 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.