Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.34 | 0.00 |
| R-squared | 98 | 0.94 |
| Standard deviation | 4.01 | 0.04 |
| Sharpe ratio | -0.19 | 0.01 |
| Treynor ratio | -1.20 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.14 | 0.00 |
| R-squared | 99 | 0.96 |
| Standard deviation | 4.72 | 0.04 |
| Sharpe ratio | -0.39 | 0.00 |
| Treynor ratio | -2.62 | 0.01 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.19 | 0.00 |
| R-squared | 98 | 0.96 |
| Standard deviation | 4.11 | 0.04 |
| Sharpe ratio | -0.02 | 0.01 |
| Treynor ratio | -0.21 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.