Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.01 | 0.01 |
| R-squared | 71 | 0.84 |
| Standard deviation | 12.88 | 0.23 |
| Sharpe ratio | 0.57 | 0.01 |
| Treynor ratio | 7.54 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.72 | 0.01 |
| R-squared | 76 | 0.79 |
| Standard deviation | 14.43 | 0.18 |
| Sharpe ratio | 0.35 | 0.01 |
| Treynor ratio | 4.84 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.91 | 0.01 |
| R-squared | 83 | 0.78 |
| Standard deviation | 15.36 | 0.18 |
| Sharpe ratio | 0.56 | 0.01 |
| Treynor ratio | 8.04 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 23.76 |
| Price/Book (P/B) | 0.58 | 2.85 |
| Price/Sales (P/S) | 1.20 | 1.93 |
| Price/Cashflow (P/CF) | 0.12 | 14.38 |
| Median market vapitalization | 8.10K | 7.36K |
| 3-year earnings growth | 3.39 | 10.27 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.