Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.88 | 0.01 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.69 | 0.00 |
| R-squared | 53 | 0.09 |
| Standard deviation | 2.22 | 0.06 |
| Sharpe ratio | 1.64 | 0.00 |
| Treynor ratio | 13.45 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.31 | 0.02 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.50 | 0.00 |
| R-squared | 38 | 0.08 |
| Standard deviation | 2.95 | 0.05 |
| Sharpe ratio | 0.86 | 0.01 |
| Treynor ratio | 8.95 | 0.15 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.02 |
| Beta | — | 0.00 |
| Mean annual return | — | 0.00 |
| R-squared | — | 0.06 |
| Standard deviation | — | 0.05 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 28.12 |
| Price/Book (P/B) | 0 | 4.15 |
| Price/Sales (P/S) | 0 | 3.28 |
| Price/Cashflow (P/CF) | 0 | 19.25 |
| Median market vapitalization | 0 | 59.92K |
| 3-year earnings growth | 0 | 0 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.