Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 85 | — |
| Standard deviation | 12.56 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 87 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 88 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.44 | — |
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.