Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 90 | — |
| Standard deviation | 7.29 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 3.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 92 | — |
| Standard deviation | 8.35 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 91 | — |
| Standard deviation | 7.47 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2 | — |
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.