Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.98 | — |
| Beta | 0 | — |
| Mean annual return | 0.67 | — |
| R-squared | 15 | — |
| Standard deviation | 8.33 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 7.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.52 | — |
| Beta | 0 | — |
| Mean annual return | 0.78 | — |
| R-squared | 21 | — |
| Standard deviation | 8.56 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 14.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.80 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 5 | — |
| Standard deviation | 10.66 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 9.48 | — |
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.