Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 96 | — |
| Standard deviation | 5.81 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 93 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -3.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 87 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.95 | — |
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.