Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.33 | — |
| Beta | 0 | — |
| Mean annual return | 0.52 | — |
| R-squared | 5 | — |
| Standard deviation | 0.73 | — |
| Sharpe ratio | 1.87 | — |
| Treynor ratio | -15.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 0 | — |
| Mean annual return | 0.32 | — |
| R-squared | 5 | — |
| Standard deviation | 1.14 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 6.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 38 | — |
| Standard deviation | 1.70 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 1.05 | — |
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.