Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 95 | — |
| Standard deviation | 3.71 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -1.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.48 | — |
| Beta | 1 | — |
| Mean annual return | -0.31 | — |
| R-squared | 95 | — |
| Standard deviation | 5.39 | — |
| Sharpe ratio | -1.01 | — |
| Treynor ratio | -5.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 82 | — |
| Standard deviation | 4.40 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -2.91 | — |
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.