Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 72 | — |
| Standard deviation | 3.67 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 62 | — |
| Standard deviation | 5.25 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 31 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.21 | — |
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.