Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.38 | 0.00 |
| R-squared | 90 | 0.45 |
| Standard deviation | 4.38 | 0.04 |
| Sharpe ratio | -0.06 | 0.01 |
| Treynor ratio | -0.49 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.15 | 0.00 |
| R-squared | 73 | 0.49 |
| Standard deviation | 6.01 | 0.04 |
| Sharpe ratio | -0.28 | 0.01 |
| Treynor ratio | -2.30 | 0.03 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.25 | 0.00 |
| R-squared | 73 | 0.50 |
| Standard deviation | 4.95 | 0.04 |
| Sharpe ratio | 0.13 | 0.01 |
| Treynor ratio | 0.66 | 0.02 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 1.34 |
| 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.