Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 60 | — |
| Standard deviation | 3.39 | — |
| Sharpe ratio | 1.42 | — |
| Treynor ratio | 7.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 70 | — |
| Standard deviation | 6.31 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 80 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.74 | — |
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.