Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.67 | 0 |
| Beta | 0 | 0 |
| Mean annual return | 0.63 | 0 |
| R-squared | 61 | 0 |
| Standard deviation | 1.41 | 0 |
| Sharpe ratio | 1.97 | 0 |
| Treynor ratio | 15.04 | 0 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | 0 |
| Beta | 0 | 0 |
| Mean annual return | 0.36 | 0 |
| R-squared | 57 | 0 |
| Standard deviation | 2.36 | 0 |
| Sharpe ratio | 0.39 | 0 |
| Treynor ratio | 3.22 | 0 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.80 | 0 |
| Beta | 0 | 0 |
| Mean annual return | 0.42 | 0 |
| R-squared | 14 | 0 |
| Standard deviation | 4.35 | 0 |
| Sharpe ratio | 0.63 | 0 |
| Treynor ratio | 8.56 | 0 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0.11 |
| Price/Book (P/B) | 0 | 0.64 |
| Price/Sales (P/S) | 0 | 0.15 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 3.83K |
| 3-year earnings growth | 0 | 4.27 |
Access
/mutual_funds/world/risk
data via our API — starting from the
Ultra plan (individual) and the Enterprise plan (business) and above.