Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 81 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 11.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 83 | — |
| Standard deviation | 9.94 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 9.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 92 | — |
| Standard deviation | 11.84 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 9.93 | — |
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.