Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.69 | 0.01 |
| R-squared | 88 | 0.84 |
| Standard deviation | 5.36 | 0.07 |
| Sharpe ratio | 0.64 | 0.01 |
| Treynor ratio | 5.78 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.38 | 0.00 |
| R-squared | 93 | 0.83 |
| Standard deviation | 6.59 | 0.06 |
| Sharpe ratio | 0.17 | 0.01 |
| Treynor ratio | 1.50 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.43 | 0.00 |
| R-squared | 86 | 0.83 |
| Standard deviation | 5.75 | 0.05 |
| Sharpe ratio | 0.48 | 0.01 |
| Treynor ratio | 5.02 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.94 |
| Price/Book (P/B) | 0.38 | 3.25 |
| Price/Sales (P/S) | 0.47 | 2.47 |
| Price/Cashflow (P/CF) | 0.07 | 15.01 |
| Median market vapitalization | 95.62K | 64.43K |
| 3-year earnings growth | 11.39 | 13.37 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.