Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.64 | 0.01 |
| R-squared | 89 | 0.92 |
| Standard deviation | 7.35 | 0.10 |
| Sharpe ratio | 0.39 | 0.01 |
| Treynor ratio | 3.62 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.38 | 0.01 |
| R-squared | 92 | 0.91 |
| Standard deviation | 8.41 | 0.08 |
| Sharpe ratio | 0.13 | 0.01 |
| Treynor ratio | 0.98 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.50 | 0.01 |
| R-squared | 89 | 0.91 |
| Standard deviation | 7.39 | 0.07 |
| Sharpe ratio | 0.49 | 0.01 |
| Treynor ratio | 4.99 | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.44 |
| Price/Book (P/B) | 0.34 | 3.30 |
| Price/Sales (P/S) | 0.45 | 2.51 |
| Price/Cashflow (P/CF) | 0.08 | 15 |
| Median market vapitalization | 88.13K | 93.55K |
| 3-year earnings growth | 3.79 | 16.08 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.