Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.20 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.88 | 0.01 |
| R-squared | 8 | 0.04 |
| Standard deviation | 9.37 | 0.09 |
| Sharpe ratio | 1 | 0.01 |
| Treynor ratio | 12.04 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.73 | 0.04 |
| Beta | 1 | 0.00 |
| Mean annual return | 0.84 | 0.01 |
| R-squared | 8 | 0.05 |
| Standard deviation | 7.44 | 0.07 |
| Sharpe ratio | 1.20 | 0.01 |
| Treynor ratio | 14.01 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.04 |
| Beta | — | 0.00 |
| Mean annual return | — | 0.00 |
| R-squared | — | 0.04 |
| Standard deviation | — | 0.07 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 6.68 | 0 |
| Price/Book (P/B) | 0.97 | 0 |
| Price/Sales (P/S) | 3.67 | 0.65 |
| Price/Cashflow (P/CF) | 4.36 | 0 |
| Median market vapitalization | 1.02K | 3.05K |
| 3-year earnings growth | 0 | 0 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.