Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 98 | — |
| Standard deviation | 21.09 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 9.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 99 | — |
| Standard deviation | 25.48 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -3.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 98 | — |
| Standard deviation | 21.34 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.39 | — |
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.