Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.51 | 0.00 |
| R-squared | 19 | 0.16 |
| Standard deviation | 6.07 | 0.08 |
| Sharpe ratio | 0.81 | 0.01 |
| Treynor ratio | 6.38 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.98 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.39 | 0.00 |
| R-squared | 25 | 0.16 |
| Standard deviation | 5.07 | 0.06 |
| Sharpe ratio | 0.68 | 0.01 |
| Treynor ratio | 4.34 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.35 | 0.00 |
| R-squared | 23 | 0.16 |
| Standard deviation | 4.97 | 0.05 |
| Sharpe ratio | 0.72 | 0.01 |
| Treynor ratio | 4.46 | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | — | — |
| Price/Book (P/B) | — | — |
| Price/Sales (P/S) | — | — |
| Price/Cashflow (P/CF) | — | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.