Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 98 | — |
| Standard deviation | 3.66 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 96 | — |
| Standard deviation | 4.57 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -1.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 93 | — |
| Standard deviation | 3.96 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.67 | — |
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.