Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 0 | — |
| Mean annual return | 0.34 | — |
| R-squared | 75 | — |
| Standard deviation | 2 | — |
| Sharpe ratio | 1.66 | — |
| Treynor ratio | 6.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 85 | — |
| Standard deviation | 3.24 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 83 | — |
| Standard deviation | 3.25 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 1.68 | — |
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.