Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 87 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 71 | — |
| Standard deviation | 9.93 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -4.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 29 | — |
| Standard deviation | 8.41 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -3.73 | — |
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.