Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.85 | — |
| Beta | 2 | — |
| Mean annual return | 1.75 | — |
| R-squared | 84 | — |
| Standard deviation | 21.26 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 8.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.64 | — |
| Beta | 2 | — |
| Mean annual return | 0.81 | — |
| R-squared | 88 | — |
| Standard deviation | 25.68 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 80 | — |
| Standard deviation | 22.41 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.97 | — |
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.