Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 90 | — |
| Standard deviation | 5.48 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -2.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | -0.27 | — |
| R-squared | 92 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | -0.78 | — |
| Treynor ratio | -5.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 92 | — |
| Standard deviation | 5.42 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -0.86 | — |
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.