Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 0 | — |
| Mean annual return | 0.48 | — |
| R-squared | 36 | — |
| Standard deviation | 2.55 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 8.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 43 | — |
| Standard deviation | 4.60 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 20 | — |
| Standard deviation | 5.55 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.28 | — |
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.