Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 0 | — |
| Mean annual return | 0.51 | — |
| R-squared | 49 | — |
| Standard deviation | 0.49 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -2.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 0 | — |
| Mean annual return | 0.39 | — |
| R-squared | 48 | — |
| Standard deviation | 0.72 | — |
| Sharpe ratio | -1.46 | — |
| Treynor ratio | -5.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 0 | — |
| Mean annual return | 0.45 | — |
| R-squared | 56 | — |
| Standard deviation | 0.78 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -2.09 | — |
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.