Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 0 | — |
| Mean annual return | 0.39 | — |
| R-squared | 19 | — |
| Standard deviation | 3.98 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 45 | — |
| Standard deviation | 5.64 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -2.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 23 | — |
| Standard deviation | 7.11 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 16.76 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 57 | — |
| 3-year earnings growth | 0 | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.