Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 93 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 11.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 19.15 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -2.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 90 | — |
| Standard deviation | 17.09 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.41 | — |
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 (individual) and the Enterprise plan (business) and above.