Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 92 | — |
| Standard deviation | 6.96 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 6.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 95 | — |
| Standard deviation | 9.63 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 95 | — |
| Standard deviation | 9.44 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.71 | — |
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.