Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 0 | — |
| Mean annual return | 0.15 | — |
| R-squared | 52 | — |
| Standard deviation | 0.37 | — |
| Sharpe ratio | 3.43 | — |
| Treynor ratio | 3.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 0 | — |
| Mean annual return | 0.07 | — |
| R-squared | 38 | — |
| Standard deviation | 0.56 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 2.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 22 | — |
| Standard deviation | 0.70 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 2.11 | — |
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 (individual) and the Enterprise plan (business) and above.