Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.77 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.17 | 0.02 |
| R-squared | 77 | 0.89 |
| Standard deviation | 15.38 | 0.20 |
| Sharpe ratio | 1.38 | 0.01 |
| Treynor ratio | 19.60 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.73 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.97 | 0.02 |
| R-squared | 81 | 0.87 |
| Standard deviation | 19.74 | 0.16 |
| Sharpe ratio | 0.42 | 0.01 |
| Treynor ratio | 5.64 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.39 | 0.01 |
| R-squared | 82 | 0.87 |
| Standard deviation | 17.98 | 0.15 |
| Sharpe ratio | 0.80 | 0.01 |
| Treynor ratio | 12.66 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.09 | 8.34 |
| Price/Sales (P/S) | 0.13 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 1.15M | 310.21K |
| 3-year earnings growth | 26.39 | 23.61 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.