Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.42 | 0.00 |
| R-squared | 98 | 0.61 |
| Standard deviation | 4.59 | 0.03 |
| Sharpe ratio | 0.04 | 0.01 |
| Treynor ratio | 0.09 | 0.05 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.11 | 0.00 |
| R-squared | 95 | 0.70 |
| Standard deviation | 4.71 | 0.03 |
| Sharpe ratio | -0.48 | 0.00 |
| Treynor ratio | -3.27 | 0.01 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.16 | 0.00 |
| R-squared | 93 | 0.74 |
| Standard deviation | 3.65 | 0.03 |
| Sharpe ratio | -0.13 | 0.01 |
| Treynor ratio | -0.77 | 0.02 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.