Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 68 | — |
| Standard deviation | 0.31 | — |
| Sharpe ratio | -3.93 | — |
| Treynor ratio | -1.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 33 | — |
| Standard deviation | 0.50 | — |
| Sharpe ratio | -3.16 | — |
| Treynor ratio | -0.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 36 | — |
| Standard deviation | 0.41 | — |
| Sharpe ratio | -2.77 | — |
| Treynor ratio | -0.59 | — |
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.