Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 92 | — |
| Standard deviation | 6.45 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 93 | — |
| Standard deviation | 8.81 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -2.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 94 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.53 | — |
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.