Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 72 | — |
| Standard deviation | 8.34 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 78 | — |
| Standard deviation | 10.01 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 5.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 85 | — |
| Standard deviation | 10.86 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 4.81 | — |
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.