Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.24 | — |
| R-squared | — | — |
| Standard deviation | 0.25 | — |
| Sharpe ratio | -1.11 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.13 | — |
| R-squared | — | — |
| Standard deviation | 0.52 | — |
| Sharpe ratio | -1.12 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.05 | — |
| R-squared | — | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | — | — |
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.