c4a12725cdb5
Risk
The mutual funds risk endpoint provides detailed risk metrics for global mutual funds. It returns data such as standard deviation, beta, and Sharpe ratio, which help assess the volatility and risk profile of mutual funds across different markets.
Query parameters
Symbol ticker of mutual fund
Filter by financial instrument global identifier (FIGI). This parameter is available on the <a href="https://twelvedata.com/pricing">Ultra</a> plan (individual) and the <a href="https://twelvedata.com/pricing-business">Enterprise</a> plan (business) and above.
Filter by international securities identification number (ISIN). ISIN access is activating in the <a href="https://twelvedata.com/account/add-ons">Data add-ons</a> section
The CUSIP of an instrument for which data is requested. CUSIP access is activating in the <a href="https://twelvedata.com/account/add-ons">Data add-ons</a> section
Filter by country name or alpha code, e.g., United States or US
Number of decimal places for floating values. Accepts value in range [0,11]
Response
Example response
{
"mutual_fund": {
"risk": {
"volatility_measures": [
{
"period": "3_year",
"alpha": -9.12,
"alpha_category": -0.0939,
"beta": 1,
"beta_category": 0.0126,
"mean_annual_return": 0.45,
"mean_annual_return_category": 0.0117,
"r_squared": 69,
"r_squared_category": 0.8309,
"std": 23.15,
"std_category": 0.2554,
"sharpe_ratio": 0.04,
"sharpe_ratio_category": 0.005,
"treynor_ratio": -1.41,
"treynor_ratio_category": 0.0806
}
],
"valuation_metrics": {
"price_to_earnings": 0.05695,
"price_to_earnings_category": 20.63,
"price_to_book": 0.55626,
"price_to_book_category": 2.87,
"price_to_sales": 0.97803,
"price_to_sales_category": 1.34,
"price_to_cashflow": 0.10564,
"price_to_cashflow_category": 11.81,
"median_market_capitalization": 2965,
"median_market_capitalization_category": 4925,
"3_year_earnings_growth": 16.32,
"3_year_earnings_growths_category": 10.55
}
}
},
"status": "ok"
}