Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 97 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 98 | — |
| Standard deviation | 15 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 98 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.51 | — |
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 (individual) and the Enterprise plan (business) and above.