Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.73 | — |
| Beta | 0 | — |
| Mean annual return | -0.08 | — |
| R-squared | 9 | — |
| Standard deviation | 4.05 | — |
| Sharpe ratio | -0.98 | — |
| Treynor ratio | -18.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 0 | — |
| Mean annual return | -0.27 | — |
| R-squared | 16 | — |
| Standard deviation | 5.30 | — |
| Sharpe ratio | -0.92 | — |
| Treynor ratio | -14.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 24 | — |
| Standard deviation | 6.39 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.91 | — |
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.