Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.43 | 0.00 |
| R-squared | 100 | 0.84 |
| Standard deviation | 5.62 | 0.04 |
| Sharpe ratio | 0.06 | 0.01 |
| Treynor ratio | 0.21 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.04 | 0.00 |
| R-squared | 100 | 0.86 |
| Standard deviation | 6.38 | 0.03 |
| Sharpe ratio | -0.48 | 0.01 |
| Treynor ratio | -3.29 | 0.02 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.17 | 0.00 |
| R-squared | 99 | 0.86 |
| Standard deviation | 5.11 | 0.03 |
| Sharpe ratio | -0.07 | 0.01 |
| Treynor ratio | -0.47 | 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.