Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | 0.01 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.51 | 0.00 |
| R-squared | 82 | 0.32 |
| Standard deviation | 1.68 | 0.03 |
| Sharpe ratio | 0.80 | 0.01 |
| Treynor ratio | 5.16 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | 0.01 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.26 | 0.00 |
| R-squared | 81 | 0.35 |
| Standard deviation | 2.35 | 0.02 |
| Sharpe ratio | -0.19 | 0.01 |
| Treynor ratio | -1.44 | 0.04 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | 0.00 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.23 | 0.00 |
| R-squared | 30 | 0.35 |
| Standard deviation | 3.08 | 0.02 |
| Sharpe ratio | 0.14 | 0.01 |
| Treynor ratio | 1.20 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 2.92 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 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.