Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 30.13 | — |
| Beta | 1 | — |
| Mean annual return | 3.39 | — |
| R-squared | 25 | — |
| Standard deviation | 26.02 | — |
| Sharpe ratio | 1.41 | — |
| Treynor ratio | 38.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 15.44 | — |
| Beta | 0 | — |
| Mean annual return | 1.93 | — |
| R-squared | 8 | — |
| Standard deviation | 22.97 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 41.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 10.41 | — |
| Beta | 0 | — |
| Mean annual return | 1.24 | — |
| R-squared | 7 | — |
| Standard deviation | 19.87 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 26.89 | — |
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.