latestSwagger 2.02026-08-12187723.0 MB

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mutual_funds

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.

get/mutual_funds/world/risk

Query parameters

symbolstring

Symbol ticker of mutual fund

figistring

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.

isinstring

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

cusipstring

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

countrystring

Filter by country name or alpha code, e.g., United States or US

dpinteger

Number of decimal places for floating values. Accepts value in range [0,11]

Response

statusstring required

Status of the 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"
}