Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | — |
| Beta | 0 | — |
| Mean annual return | 0.37 | — |
| R-squared | 50 | — |
| Standard deviation | 1.64 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 4.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 33 | — |
| Standard deviation | 2.05 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 25 | — |
| Standard deviation | 2.22 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 2.36 | — |
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.