Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.99 | 0.02 |
| R-squared | 80 | 0.89 |
| Standard deviation | 15.70 | 0.20 |
| Sharpe ratio | 1.21 | 0.01 |
| Treynor ratio | 16.53 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.43 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.99 | 0.02 |
| R-squared | 85 | 0.87 |
| Standard deviation | 19.12 | 0.16 |
| Sharpe ratio | 0.44 | 0.01 |
| Treynor ratio | 6 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.43 | 0.01 |
| R-squared | 85 | 0.87 |
| Standard deviation | 17.67 | 0.15 |
| Sharpe ratio | 0.84 | 0.01 |
| Treynor ratio | 13.27 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.09 | 8.34 |
| Price/Sales (P/S) | 0.15 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 942.90K | 310.21K |
| 3-year earnings growth | 22.56 | 23.61 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.