Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.93 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.44 | 0.01 |
| R-squared | 68 | 0.93 |
| Standard deviation | 7.74 | 0.13 |
| Sharpe ratio | 1.60 | 0.01 |
| Treynor ratio | 19.04 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.60 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.05 | 0.01 |
| R-squared | 77 | 0.92 |
| Standard deviation | 9.18 | 0.10 |
| Sharpe ratio | 1.02 | 0.01 |
| Treynor ratio | 12.43 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.69 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.89 | 0.01 |
| R-squared | 76 | 0.92 |
| Standard deviation | 9.70 | 0.09 |
| Sharpe ratio | 0.87 | 0.01 |
| Treynor ratio | 9.97 | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.62 |
| Price/Book (P/B) | 0.28 | 3.26 |
| Price/Sales (P/S) | 0.31 | 2.32 |
| Price/Cashflow (P/CF) | 0.07 | 15.57 |
| Median market vapitalization | 92.21K | 97.82K |
| 3-year earnings growth | 9.99 | 15.47 |
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