Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.45 | 0.01 |
| R-squared | 99 | 0.94 |
| Standard deviation | 11.94 | 0.17 |
| Sharpe ratio | 1.06 | 0.00 |
| Treynor ratio | 13.33 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.15 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.06 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 15.26 | 0.19 |
| Sharpe ratio | 0.60 | 0.01 |
| Treynor ratio | 8.63 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.23 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 15.27 | 0.15 |
| Sharpe ratio | 0.81 | 0.01 |
| Treynor ratio | 11.86 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.20 | 0.21 |
| Price/Sales (P/S) | 0.25 | 0.40 |
| Price/Cashflow (P/CF) | 0.05 | 0.06 |
| Median market vapitalization | 433.10K | 335.22K |
| 3-year earnings growth | 18.81 | 21.25 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.