Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.15 | 0.01 |
| R-squared | 64 | 0.90 |
| Standard deviation | 11.89 | 0.20 |
| Sharpe ratio | 0.75 | 0.00 |
| Treynor ratio | 11.03 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.09 | 0.01 |
| R-squared | 66 | 0.88 |
| Standard deviation | 13.82 | 0.16 |
| Sharpe ratio | 0.71 | 0.01 |
| Treynor ratio | 11.87 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.77 | 0.01 |
| R-squared | 78 | 0.87 |
| Standard deviation | 15.12 | 0.15 |
| Sharpe ratio | 0.46 | 0.01 |
| Treynor ratio | 6.62 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 18.65 |
| Price/Book (P/B) | 0.52 | 2.11 |
| Price/Sales (P/S) | 0.69 | 1.56 |
| Price/Cashflow (P/CF) | 0.11 | 10.12 |
| Median market vapitalization | 101.73K | 59.68K |
| 3-year earnings growth | 2.07 | 7.58 |
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