Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.12 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.85 | 0.01 |
| R-squared | 63 | 0.89 |
| Standard deviation | 13.32 | 0.20 |
| Sharpe ratio | 1.31 | 0.00 |
| Treynor ratio | 19.75 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.88 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.34 | 0.01 |
| R-squared | 75 | 0.85 |
| Standard deviation | 15.90 | 0.17 |
| Sharpe ratio | 0.80 | 0.01 |
| Treynor ratio | 12.61 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.46 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.13 | 0.01 |
| R-squared | 81 | 0.85 |
| Standard deviation | 16.11 | 0.17 |
| Sharpe ratio | 0.70 | 0.00 |
| Treynor ratio | 10.60 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 21.70 |
| Price/Book (P/B) | 0.37 | 2.25 |
| Price/Sales (P/S) | 0.63 | 1.64 |
| Price/Cashflow (P/CF) | 0.09 | 11.41 |
| Median market vapitalization | 18.73K | 42.72K |
| 3-year earnings growth | 9.45 | -1.14 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.