Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.23 | 0.00 |
| R-squared | 95 | 0.93 |
| Standard deviation | 3.69 | 0.03 |
| Sharpe ratio | -0.55 | 0.01 |
| Treynor ratio | -3.35 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.02 | 0.00 |
| R-squared | 96 | 0.94 |
| Standard deviation | 4.48 | 0.03 |
| Sharpe ratio | -0.73 | 0.00 |
| Treynor ratio | -4.79 | 0.01 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.06 | 0.00 |
| R-squared | 95 | 0.93 |
| Standard deviation | 3.79 | 0.03 |
| Sharpe ratio | -0.44 | 0.01 |
| Treynor ratio | -2.46 | 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.