Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.29 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.70 | 0.00 |
| R-squared | 63 | 0.16 |
| Standard deviation | 3.82 | 0.08 |
| Sharpe ratio | 0.96 | 0.01 |
| Treynor ratio | 7.13 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.48 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.33 | 0.00 |
| R-squared | 50 | 0.16 |
| Standard deviation | 5.84 | 0.06 |
| Sharpe ratio | 0.07 | 0.01 |
| Treynor ratio | 0.39 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.02 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.00 |
| R-squared | — | 0.16 |
| Standard deviation | — | 0.05 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 16.66 |
| Price/Book (P/B) | 0 | 1.49 |
| Price/Sales (P/S) | 0 | 2 |
| Price/Cashflow (P/CF) | 0 | 12.92 |
| Median market vapitalization | 0 | 53.33K |
| 3-year earnings growth | 0 | 9.88 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.