Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.13 | 0.10 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.32 | 0.02 |
| R-squared | 61 | 0.75 |
| Standard deviation | 19.27 | 0.24 |
| Sharpe ratio | 1.19 | 0.01 |
| Treynor ratio | 17.23 | 0.23 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | 0.11 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.11 | 0.02 |
| R-squared | 71 | 0.69 |
| Standard deviation | 21.54 | 0.20 |
| Sharpe ratio | 0.46 | 0.01 |
| Treynor ratio | 6.28 | 0.25 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 7.48 | 0.08 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.89 | 0.02 |
| R-squared | 70 | 0.69 |
| Standard deviation | 20.13 | 0.19 |
| Sharpe ratio | 1.01 | 0.01 |
| Treynor ratio | 17.36 | 0.17 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.88 |
| Price/Book (P/B) | 0.11 | 7.96 |
| Price/Sales (P/S) | 0.18 | 3.78 |
| Price/Cashflow (P/CF) | 0.04 | 23.11 |
| Median market vapitalization | 855.35K | 151.52K |
| 3-year earnings growth | 29.99 | 19 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.