Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 0 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | 33.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.74 | — |
| Beta | 0 | — |
| Mean annual return | 0.53 | — |
| R-squared | 9 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 22.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 29 | — |
| Standard deviation | 8.54 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 8.20 | — |
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.