Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.05 | 0.00 |
| R-squared | 91 | 0.70 |
| Standard deviation | 4.94 | 0.03 |
| Sharpe ratio | 3.36 | 0.01 |
| Treynor ratio | 0.89 | 0.05 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | 0 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.04 | 0.00 |
| R-squared | 88 | 0.69 |
| Standard deviation | 4.11 | 0.03 |
| Sharpe ratio | 4.68 | 0.01 |
| Treynor ratio | 0.77 | 0.05 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.22 | 0.00 |
| R-squared | 89 | 0.68 |
| Standard deviation | 3.86 | 0.04 |
| Sharpe ratio | 3.12 | 0.01 |
| Treynor ratio | 2.78 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 15.60 | 14.77 |
| Price/Book (P/B) | 1.82 | 1.62 |
| Price/Sales (P/S) | 2.01 | 0.99 |
| Price/Cashflow (P/CF) | 0 | 6.13 |
| Median market vapitalization | 195 | 42.40K |
| 3-year earnings growth | 0 | 13.30 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.