Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 2 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | 24.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.47 | — |
| R-squared | 3 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | -3.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.63 | — |
| Beta | 0 | — |
| Mean annual return | 0.28 | — |
| R-squared | 2 | — |
| Standard deviation | 14.80 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.35 | — |
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.