Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.52 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.21 | 0.01 |
| R-squared | 55 | 0.85 |
| Standard deviation | 16.86 | 0.25 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 8.24 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.99 | 0.01 |
| R-squared | 69 | 0.82 |
| Standard deviation | 17.69 | 0.20 |
| Sharpe ratio | 0.48 | 0.01 |
| Treynor ratio | 7.52 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.68 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.01 | 0.01 |
| R-squared | 74 | 0.84 |
| Standard deviation | 18.92 | 0.17 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 7.75 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 20.50 |
| Price/Book (P/B) | 0.36 | 2.22 |
| Price/Sales (P/S) | 0.49 | 1.28 |
| Price/Cashflow (P/CF) | 0.07 | 10.83 |
| Median market vapitalization | 12.32K | 13.03K |
| 3-year earnings growth | 2.50 | 1.56 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.