Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.80 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.25 | 0.01 |
| R-squared | 84 | 0.93 |
| Standard deviation | 9.89 | 0.13 |
| Sharpe ratio | 1.02 | 0.01 |
| Treynor ratio | 10.57 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.23 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.86 | 0.01 |
| R-squared | 90 | 0.92 |
| Standard deviation | 11.84 | 0.10 |
| Sharpe ratio | 0.59 | 0.01 |
| Treynor ratio | 6.23 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.22 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.90 | 0.01 |
| R-squared | 92 | 0.92 |
| Standard deviation | 11.68 | 0.09 |
| Sharpe ratio | 0.73 | 0.01 |
| Treynor ratio | 7.38 | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.62 |
| Price/Book (P/B) | 0.20 | 3.26 |
| Price/Sales (P/S) | 0.27 | 2.32 |
| Price/Cashflow (P/CF) | 0.05 | 15.57 |
| Median market vapitalization | 422.85K | 97.82K |
| 3-year earnings growth | 16.69 | 15.47 |
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