Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.55 | 0.00 |
| R-squared | 81 | 0.16 |
| Standard deviation | 4.64 | 0.08 |
| Sharpe ratio | 0.38 | 0.01 |
| Treynor ratio | 2.34 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.17 | 0.00 |
| R-squared | 75 | 0.16 |
| Standard deviation | 6.01 | 0.06 |
| Sharpe ratio | -0.25 | 0.01 |
| Treynor ratio | -2.07 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.31 | 0.00 |
| R-squared | 35 | 0.16 |
| Standard deviation | 6.87 | 0.05 |
| Sharpe ratio | 0.20 | 0.01 |
| Treynor ratio | 1.46 | 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.