Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 70 | — |
| Standard deviation | 10.89 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 78 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 84 | — |
| Standard deviation | 16.57 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.14 | — |
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.