Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 82 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 6.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 81 | — |
| Standard deviation | 9.70 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 9.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 74 | — |
| Standard deviation | 13.23 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.