Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.43 | 0.00 |
| R-squared | 71 | 0.44 |
| Standard deviation | 3.77 | 0.04 |
| Sharpe ratio | 0.08 | 0.01 |
| Treynor ratio | 0.46 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.04 | 0.00 |
| R-squared | 66 | 0.47 |
| Standard deviation | 4.91 | 0.04 |
| Sharpe ratio | -0.64 | 0.01 |
| Treynor ratio | -5.16 | 0.03 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.20 | 0.00 |
| R-squared | 57 | 0.48 |
| Standard deviation | 4.36 | 0.03 |
| Sharpe ratio | 0 | 0.01 |
| Treynor ratio | -0.12 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 59.99 |
| Price/Book (P/B) | 0 | 30 |
| Price/Sales (P/S) | 0 | 4.12 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 45.86K |
| 3-year earnings growth | 0 | -37 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.