Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 96 | — |
| Standard deviation | 22.98 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 97 | — |
| Standard deviation | 24.97 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -2.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 95 | — |
| Standard deviation | 21.43 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.31 | — |
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.