Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 3.54 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 93 | — |
| Standard deviation | 5.37 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 93 | — |
| Standard deviation | 5.73 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.23 | — |
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.