Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.37 | 0.01 |
| R-squared | 74 | 0.82 |
| Standard deviation | 12.98 | 0.20 |
| Sharpe ratio | 0.88 | 0.01 |
| Treynor ratio | 12.34 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.70 | 0.01 |
| R-squared | 77 | 0.79 |
| Standard deviation | 14.94 | 0.17 |
| Sharpe ratio | 0.34 | 0.01 |
| Treynor ratio | 4.44 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | -0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.00 |
| R-squared | — | 0.80 |
| Standard deviation | — | 0.18 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | 18.62 |
| Price/Book (P/B) | 0.49 | 2.50 |
| Price/Sales (P/S) | 0.53 | 1.68 |
| Price/Cashflow (P/CF) | 0.11 | 12.35 |
| Median market vapitalization | 68.93K | 65.00K |
| 3-year earnings growth | 15.12 | 11.79 |
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/mutual_funds/world/risk
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