Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.74 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.49 | 0.02 |
| R-squared | 81 | 0.89 |
| Standard deviation | 16.51 | 0.20 |
| Sharpe ratio | 1.52 | 0.01 |
| Treynor ratio | 21.40 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.34 | 0.02 |
| R-squared | 80 | 0.87 |
| Standard deviation | 20.67 | 0.16 |
| Sharpe ratio | 0.61 | 0.01 |
| Treynor ratio | 9.27 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.06 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.86 | 0.01 |
| R-squared | 82 | 0.87 |
| Standard deviation | 19.87 | 0.15 |
| Sharpe ratio | 1.01 | 0.01 |
| Treynor ratio | 16.72 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.11 | 8.34 |
| Price/Sales (P/S) | 0.16 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 497.90K | 310.21K |
| 3-year earnings growth | 30.34 | 23.61 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.