Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.34 | — |
| R-squared | 80 | — |
| Standard deviation | 1.25 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 4.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 61 | — |
| Standard deviation | 2.02 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -0.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 0 | — |
| Mean annual return | 0.09 | — |
| R-squared | 41 | — |
| Standard deviation | 1.83 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.76 | — |
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.