Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.66 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.79 | 0.01 |
| R-squared | 33 | 0.60 |
| Standard deviation | 14.21 | 0.21 |
| Sharpe ratio | 0.33 | 0.01 |
| Treynor ratio | 5.09 | 0.17 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.66 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.44 | 0.01 |
| R-squared | 46 | 0.52 |
| Standard deviation | 15.41 | 0.19 |
| Sharpe ratio | 0.12 | 0.01 |
| Treynor ratio | 0.84 | 0.16 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | 0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.97 | 0.01 |
| R-squared | 51 | 0.50 |
| Standard deviation | 16.22 | 0.17 |
| Sharpe ratio | 0.58 | 0.01 |
| Treynor ratio | 10.50 | 0.18 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 24.55 |
| Price/Book (P/B) | 0.17 | 5.28 |
| Price/Sales (P/S) | 0.41 | 2.06 |
| Price/Cashflow (P/CF) | 0.05 | 17.54 |
| Median market vapitalization | 79.61K | 34.86K |
| 3-year earnings growth | 9.51 | 32.48 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.