Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 72 | — |
| Standard deviation | 4.90 | — |
| Sharpe ratio | 1.38 | — |
| Treynor ratio | 8.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 58 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 67 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.73 | — |
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.