Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 0 | — |
| Mean annual return | 0.32 | — |
| R-squared | 80 | — |
| Standard deviation | 2.92 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -1.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 74 | — |
| Standard deviation | 4.30 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 75 | — |
| Standard deviation | 3.51 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.16 | — |
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.