Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.62 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.95 | 0.01 |
| R-squared | 87 | 0.90 |
| Standard deviation | 13.42 | 0.20 |
| Sharpe ratio | 1.38 | 0.00 |
| Treynor ratio | 20.50 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.37 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.29 | 0.01 |
| R-squared | 87 | 0.88 |
| Standard deviation | 15.45 | 0.16 |
| Sharpe ratio | 0.77 | 0.01 |
| Treynor ratio | 11.92 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.22 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.25 | 0.01 |
| R-squared | 91 | 0.87 |
| Standard deviation | 15.56 | 0.15 |
| Sharpe ratio | 0.81 | 0.01 |
| Treynor ratio | 12.19 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 18.65 |
| Price/Book (P/B) | 0.48 | 2.11 |
| Price/Sales (P/S) | 0.54 | 1.56 |
| Price/Cashflow (P/CF) | 0.08 | 10.12 |
| Median market vapitalization | 101.90K | 59.68K |
| 3-year earnings growth | 6.95 | 7.58 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.