Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 72 | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | -1.14 | — |
| Treynor ratio | -1.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 45 | — |
| Standard deviation | 1.72 | — |
| Sharpe ratio | -0.83 | — |
| Treynor ratio | -2.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 49 | — |
| Standard deviation | 1.45 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -0.42 | — |
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.