Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 14.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 6 | — |
| Standard deviation | 22.38 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 23.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.58 | — |
| Beta | 0 | — |
| Mean annual return | 0.68 | — |
| R-squared | 3 | — |
| Standard deviation | 22.77 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 9.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | — | — |
| Price/Book (P/B) | — | — |
| Price/Sales (P/S) | — | — |
| Price/Cashflow (P/CF) | — | — |
| Median market vapitalization | — | — |
| 3-year earnings growth | — | — |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan.