Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.41 | — |
| Beta | 0 | — |
| Mean annual return | 0.40 | — |
| R-squared | 67 | — |
| Standard deviation | 1.85 | — |
| Sharpe ratio | 2.20 | — |
| Treynor ratio | 9.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 74 | — |
| Standard deviation | 3.63 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 73 | — |
| Standard deviation | 3.62 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.44 | — |
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.