Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 98 | — |
| Standard deviation | 12.27 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 17.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 93 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 96 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.04 | — |
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.