Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.50 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.59 | 0.01 |
| R-squared | 84 | 0.88 |
| Standard deviation | 19.87 | 0.20 |
| Sharpe ratio | 0.30 | 0.01 |
| Treynor ratio | 4.12 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.40 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.72 | 0.01 |
| R-squared | 80 | 0.87 |
| Standard deviation | 16.34 | 0.16 |
| Sharpe ratio | 0.46 | 0.01 |
| Treynor ratio | 6.60 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.93 | 0.01 |
| R-squared | 78 | 0.88 |
| Standard deviation | 13.99 | 0.15 |
| Sharpe ratio | 0.75 | 0.01 |
| Treynor ratio | 11.07 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | — | — |
| Price/Book (P/B) | — | — |
| Price/Sales (P/S) | — | — |
| Price/Cashflow (P/CF) | — | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.