Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | -0.01 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.10 | 0.00 |
| R-squared | 58 | 0.75 |
| Standard deviation | 0.62 | 0.02 |
| Sharpe ratio | -0.10 | 0.00 |
| Treynor ratio | -0.57 | 0.01 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | 0.00 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.09 | 0.00 |
| R-squared | 44 | 0.72 |
| Standard deviation | 0.51 | 0.02 |
| Sharpe ratio | -0.19 | 0.00 |
| Treynor ratio | -1.13 | -0.01 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | 0.00 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.07 | 0.00 |
| R-squared | 43 | 0.67 |
| Standard deviation | 0.41 | 0.02 |
| Sharpe ratio | 0.61 | 0.01 |
| Treynor ratio | 3.40 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.