Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 48 | — |
| Standard deviation | 1.09 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 1.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 36 | — |
| Standard deviation | 2.80 | — |
| Sharpe ratio | -0.48 | — |
| Treynor ratio | -1.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 36 | — |
| Standard deviation | 2.61 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.04 | — |
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.