Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.50 | 0.01 |
| R-squared | 88 | 0.82 |
| Standard deviation | 10.74 | 0.20 |
| Sharpe ratio | 1.23 | 0.01 |
| Treynor ratio | 15.58 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.65 | 0.01 |
| R-squared | 90 | 0.79 |
| Standard deviation | 14 | 0.17 |
| Sharpe ratio | 0.31 | 0.01 |
| Treynor ratio | 3.69 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.02 | 0.00 |
| R-squared | 91 | 0.80 |
| Standard deviation | 14.58 | 0.18 |
| Sharpe ratio | 0.68 | 0.00 |
| Treynor ratio | 9.73 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 18.62 |
| Price/Book (P/B) | 0.31 | 2.50 |
| Price/Sales (P/S) | 0.34 | 1.68 |
| Price/Cashflow (P/CF) | 0.07 | 12.35 |
| Median market vapitalization | 106.08K | 65.00K |
| 3-year earnings growth | 20.41 | 11.79 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.