Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.68 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.83 | 0.01 |
| R-squared | 52 | 0.83 |
| Standard deviation | 16.04 | 0.26 |
| Sharpe ratio | 0.32 | 0.01 |
| Treynor ratio | 4.11 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.53 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.63 | 0.01 |
| R-squared | 63 | 0.77 |
| Standard deviation | 16.60 | 0.21 |
| Sharpe ratio | 0.25 | 0.01 |
| Treynor ratio | 3.27 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.50 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.90 | 0.01 |
| R-squared | 70 | 0.78 |
| Standard deviation | 18.84 | 0.19 |
| Sharpe ratio | 0.45 | 0.01 |
| Treynor ratio | 6.69 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 20.63 |
| Price/Book (P/B) | 0.52 | 2.87 |
| Price/Sales (P/S) | 0.51 | 1.34 |
| Price/Cashflow (P/CF) | 0.07 | 11.81 |
| Median market vapitalization | 4.53K | 4.93K |
| 3-year earnings growth | 2.04 | 10.55 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.