Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.80 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.60 | 0.01 |
| R-squared | 91 | 0.95 |
| Standard deviation | 15.08 | 0.18 |
| Sharpe ratio | 0.96 | 0.00 |
| Treynor ratio | 14.48 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.18 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.06 | 0.01 |
| R-squared | 92 | 0.94 |
| Standard deviation | 16.91 | 0.15 |
| Sharpe ratio | 0.54 | 0.01 |
| Treynor ratio | 7.85 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.95 | 0.01 |
| R-squared | 92 | 0.93 |
| Standard deviation | 15.70 | 0.15 |
| Sharpe ratio | 0.57 | 0.00 |
| Treynor ratio | 8.15 | 0.05 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 19.50 |
| Price/Book (P/B) | 0.59 | 2.01 |
| Price/Sales (P/S) | 0.62 | 1.61 |
| Price/Cashflow (P/CF) | 0.09 | 11.12 |
| Median market vapitalization | 43.25K | 55.01K |
| 3-year earnings growth | 14.84 | 3.07 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.