Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 38 | — |
| Standard deviation | 3.34 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 8.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 70 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 80 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.47 | — |
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 (individual) and the Enterprise plan (business) and above.