Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 82 | — |
| Standard deviation | 3.06 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | -0.09 | — |
| R-squared | 88 | — |
| Standard deviation | 4 | — |
| Sharpe ratio | -0.71 | — |
| Treynor ratio | -4.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 67 | — |
| Standard deviation | 3.22 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.35 | — |
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.