Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 84 | — |
| Standard deviation | 3.67 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 75 | — |
| Standard deviation | 4.83 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -2.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 59 | — |
| Standard deviation | 4.48 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.60 | — |
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.