Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.69 | — |
| Beta | 0 | — |
| Mean annual return | 0.34 | — |
| R-squared | 58 | — |
| Standard deviation | 2.41 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | 0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.93 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 69 | — |
| Standard deviation | 3.62 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -3.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 68 | — |
| Standard deviation | 4.26 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.90 | — |
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.