Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 56 | — |
| Standard deviation | 0.38 | — |
| Sharpe ratio | 2.42 | — |
| Treynor ratio | 4.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 0 | — |
| Mean annual return | 0.15 | — |
| R-squared | 68 | — |
| Standard deviation | 1.23 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 0.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 71 | — |
| Standard deviation | 1.53 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 0.70 | — |
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.