Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.38 | 0.00 |
| R-squared | 96 | 0.62 |
| Standard deviation | 8.27 | 0.05 |
| Sharpe ratio | -0.04 | 0.01 |
| Treynor ratio | -0.53 | 0.05 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | -0.10 | 0.00 |
| R-squared | 96 | 0.65 |
| Standard deviation | 8.90 | 0.04 |
| Sharpe ratio | -0.52 | 0.01 |
| Treynor ratio | -3.60 | 0.03 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.20 | 0.00 |
| R-squared | 89 | 0.64 |
| Standard deviation | 7.12 | 0.04 |
| Sharpe ratio | 0.02 | 0.01 |
| Treynor ratio | -0.10 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0.77 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 9 | 0 |
| 3-year earnings growth | 0 | 0 |
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/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.