Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.72 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.95 | 0.01 |
| R-squared | 67 | 0.85 |
| Standard deviation | 15.97 | 0.25 |
| Sharpe ratio | 0.41 | 0.01 |
| Treynor ratio | 5.47 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.09 | 0.01 |
| R-squared | 73 | 0.82 |
| Standard deviation | 17.29 | 0.20 |
| Sharpe ratio | 0.56 | 0.01 |
| Treynor ratio | 9.08 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.58 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.95 | 0.01 |
| R-squared | 80 | 0.84 |
| Standard deviation | 18.29 | 0.17 |
| Sharpe ratio | 0.50 | 0.01 |
| Treynor ratio | 7.25 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 20.50 |
| Price/Book (P/B) | 0.40 | 2.22 |
| Price/Sales (P/S) | 0.75 | 1.28 |
| Price/Cashflow (P/CF) | 0.09 | 10.83 |
| Median market vapitalization | 24.33K | 13.03K |
| 3-year earnings growth | 0.84 | 1.56 |
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/mutual_funds/world/risk
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