Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -11.07 | — |
| Beta | 11 | — |
| Mean annual return | -0.95 | — |
| R-squared | 45 | — |
| Standard deviation | 25.34 | — |
| Sharpe ratio | -0.57 | — |
| Treynor ratio | -1.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.93 | — |
| Beta | 13 | — |
| Mean annual return | -1.63 | — |
| R-squared | 47 | — |
| Standard deviation | 28.06 | — |
| Sharpe ratio | -0.75 | — |
| Treynor ratio | -1.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 13 | — |
| Mean annual return | -0.16 | — |
| R-squared | 37 | — |
| Standard deviation | 25.78 | — |
| Sharpe ratio | -0.10 | — |
| 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.