Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 0 | — |
| Mean annual return | 1.08 | — |
| R-squared | 36 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 10.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 0 | — |
| Mean annual return | 0.68 | — |
| R-squared | 36 | — |
| Standard deviation | 7.15 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 0 | — |
| Mean annual return | 0.63 | — |
| R-squared | 42 | — |
| Standard deviation | 6.45 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.66 | — |
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.