Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.69 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.85 | 0.01 |
| R-squared | 41 | 0.82 |
| Standard deviation | 13.72 | 0.20 |
| Sharpe ratio | 0.39 | 0.01 |
| Treynor ratio | 6.03 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -14.42 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | -0.37 | 0.01 |
| R-squared | 51 | 0.79 |
| Standard deviation | 18.71 | 0.17 |
| Sharpe ratio | -0.43 | 0.01 |
| Treynor ratio | -10.10 | 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) | 0.04 | 18.62 |
| Price/Book (P/B) | 0.27 | 2.50 |
| Price/Sales (P/S) | 0.25 | 1.68 |
| Price/Cashflow (P/CF) | 0.06 | 12.35 |
| Median market vapitalization | 61.94K | 65.00K |
| 3-year earnings growth | 24.91 | 11.79 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.