Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.98 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.04 | 0.01 |
| R-squared | 69 | 0.92 |
| Standard deviation | 12.21 | 0.20 |
| Sharpe ratio | 1.61 | 0.00 |
| Treynor ratio | 23.94 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.54 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.48 | 0.01 |
| R-squared | 78 | 0.91 |
| Standard deviation | 15.50 | 0.17 |
| Sharpe ratio | 0.92 | 0.00 |
| Treynor ratio | 14.62 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.06 | 0.00 |
| R-squared | 84 | 0.90 |
| Standard deviation | 17.08 | 0.16 |
| Sharpe ratio | 0.61 | 0.00 |
| Treynor ratio | 8.77 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | 15.30 |
| Price/Book (P/B) | 0.72 | 1.32 |
| Price/Sales (P/S) | 0.90 | 1.04 |
| Price/Cashflow (P/CF) | 0.15 | 7.35 |
| Median market vapitalization | 39.85K | 36.99K |
| 3-year earnings growth | 8.61 | -1.82 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.