get_statistics_risks
Retrieve risk and risk-adjusted performance metrics for assets over 3, 5, and 10-year timeframes. Includes Alpha, Beta, Sharpe Ratio, Treynor Ratio, and standard deviation for mutual funds.
Instructions
Returns risk and risk-adjusted performance metrics for an asset across standardized time horizons (3y, 5y, 10y). All risk metrics are available for mutual funds; for stocks and ETFs the response may be empty. Metrics include Alpha, Beta, Sharpe Ratio, Treynor Ratio, R-squared, standard deviation, and mean annual return.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Maximum number of items to return. | |
| offset | No | Offset for paginated results. | |
| symbol | Yes | Asset identifier (ticker symbol). | |
| filters | No | Optional filter expressions applied to risk metrics. Each filter condition is defined as: [field, operator, value]. Conditions can be combined using logical operators and/or. Supported operators: Numeric fields: > - greater than >= - greater than or equal < - less than <= - less than or equal = - equals <> - not equal String fields: like – pattern match (requires % as a wildcard) not_like - pattern does not match (requires % as a wildcard) contains - value exists in string not_contains - value does not exist in string startswith - string starts with value endswith - string ends with value % usage examples: %abc% - matches any string containing "abc" abc% - matches any string starting with "abc" %abc - matches any string ending with "abc" Example: "filters": [ [ "alpha", ">", -0.09 ], "and", [ "type", "<>", 0 ] ] | |
| sort_by | No | Optional sorting configuration for result items. Each sorting setup is defined as [selector, desc]: selector - Metric used for sorting (e.g., alpha). desc - Sorting direction (true for descending, false for ascending). Sortings can be combined using ,. Example: { "selector": "alpha", "desc": true } |