Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.22 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.29 | 0.01 |
| R-squared | 79 | 0.93 |
| Standard deviation | 8.70 | 0.13 |
| Sharpe ratio | 1.23 | 0.01 |
| Treynor ratio | 12.14 | 0.09 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.95 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.78 | 0.01 |
| R-squared | 89 | 0.92 |
| Standard deviation | 11.72 | 0.10 |
| Sharpe ratio | 0.50 | 0.01 |
| Treynor ratio | 5.14 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.95 | 0.01 |
| R-squared | 92 | 0.92 |
| Standard deviation | 11.53 | 0.09 |
| Sharpe ratio | 0.79 | 0.01 |
| Treynor ratio | 7.96 | 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 | 452.25K | 97.82K |
| 3-year earnings growth | 16.76 | 15.47 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.