Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 96 | — |
| Standard deviation | 11.98 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 96 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 95 | — |
| Standard deviation | 13.91 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.37 | — |
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.