Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 13 | — |
| Standard deviation | 1.34 | — |
| Sharpe ratio | 1.59 | — |
| Treynor ratio | 18.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 14 | — |
| Standard deviation | 2.09 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 15 | — |
| Standard deviation | 1.84 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 7.87 | — |
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.