Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.39 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.38 | 0.01 |
| R-squared | 75 | 0.83 |
| Standard deviation | 16.14 | 0.21 |
| Sharpe ratio | -0.01 | 0.01 |
| Treynor ratio | -1.45 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.23 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.11 | 0.01 |
| R-squared | 74 | 0.80 |
| Standard deviation | 19.81 | 0.17 |
| Sharpe ratio | -0.11 | 0.01 |
| Treynor ratio | -3.71 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.67 | 0.01 |
| R-squared | 73 | 0.81 |
| Standard deviation | 17.87 | 0.16 |
| Sharpe ratio | 0.32 | 0.01 |
| Treynor ratio | 4.09 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 31.43 |
| Price/Book (P/B) | 0.33 | 3.98 |
| Price/Sales (P/S) | 0.48 | 2.79 |
| Price/Cashflow (P/CF) | 0.07 | 19.12 |
| Median market vapitalization | 7.11K | 4.34K |
| 3-year earnings growth | 11.19 | 11.19 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.