Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.46 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 2 | 0.01 |
| R-squared | 70 | 0.82 |
| Standard deviation | 14.91 | 0.20 |
| Sharpe ratio | 1.28 | 0.01 |
| Treynor ratio | 18.43 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.71 | 0.01 |
| R-squared | 76 | 0.79 |
| Standard deviation | 17.26 | 0.17 |
| Sharpe ratio | 0.30 | 0.01 |
| Treynor ratio | 3.54 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.05 | 0.00 |
| R-squared | 79 | 0.80 |
| Standard deviation | 17.82 | 0.18 |
| Sharpe ratio | 0.58 | 0.00 |
| Treynor ratio | 8.44 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | 18.62 |
| Price/Book (P/B) | 0.46 | 2.50 |
| Price/Sales (P/S) | 0.58 | 1.68 |
| Price/Cashflow (P/CF) | 0.10 | 12.35 |
| Median market vapitalization | 78.11K | 65.00K |
| 3-year earnings growth | 20.03 | 11.79 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.