Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.59 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.36 | 0.01 |
| R-squared | 73 | 0.88 |
| Standard deviation | 17.99 | 0.23 |
| Sharpe ratio | 0.64 | 0.01 |
| Treynor ratio | 8.08 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.88 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.58 | 0.01 |
| R-squared | 77 | 0.85 |
| Standard deviation | 19.44 | 0.19 |
| Sharpe ratio | 0.18 | 0.01 |
| Treynor ratio | 1.53 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.66 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.14 | 0.01 |
| R-squared | 82 | 0.84 |
| Standard deviation | 19.95 | 0.17 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 8.31 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.15 |
| Price/Book (P/B) | 0.38 | 3.13 |
| Price/Sales (P/S) | 0.61 | 1.88 |
| Price/Cashflow (P/CF) | 0.08 | 13.30 |
| Median market vapitalization | 8.16K | 11.15K |
| 3-year earnings growth | 8.04 | 9.90 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.