Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 93 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 7.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 91 | — |
| Standard deviation | 9.05 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 5.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 11.47 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.27 | — |
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.