Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.61 | 0.01 |
| R-squared | 99 | 0.95 |
| Standard deviation | 10.72 | 0.18 |
| Sharpe ratio | 1.35 | 0.01 |
| Treynor ratio | 15.37 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1 | 0.01 |
| R-squared | 100 | 0.93 |
| Standard deviation | 14.17 | 0.15 |
| Sharpe ratio | 0.60 | 0.01 |
| Treynor ratio | 7.88 | 0.12 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.12 | 0.01 |
| R-squared | 100 | 0.91 |
| Standard deviation | 14.56 | 0.15 |
| Sharpe ratio | 0.76 | 0.01 |
| Treynor ratio | 10.53 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.34 |
| Price/Book (P/B) | 0.32 | 3.03 |
| Price/Sales (P/S) | 0.41 | 2.29 |
| Price/Cashflow (P/CF) | 0.07 | 14.01 |
| Median market vapitalization | 141.45K | 101.87K |
| 3-year earnings growth | 14.28 | 14.06 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.