Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | -0.01 | 0.01 |
| R-squared | 87 | 0.84 |
| Standard deviation | 15.02 | 0.23 |
| Sharpe ratio | -0.13 | 0.01 |
| Treynor ratio | -3.30 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.11 | 0.01 |
| R-squared | 86 | 0.79 |
| Standard deviation | 13.78 | 0.18 |
| Sharpe ratio | 0.01 | 0.01 |
| Treynor ratio | -0.94 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.13 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.50 | 0.01 |
| R-squared | 89 | 0.78 |
| Standard deviation | 14.11 | 0.18 |
| Sharpe ratio | 0.38 | 0.01 |
| Treynor ratio | 5.19 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 17.42 | 23.76 |
| Price/Book (P/B) | 2.31 | 2.85 |
| Price/Sales (P/S) | 1.21 | 1.93 |
| Price/Cashflow (P/CF) | 13.97 | 14.38 |
| Median market vapitalization | 9.01K | 7.36K |
| 3-year earnings growth | 10.74 | 10.27 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.