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Risk Parameters

Monthly risk metrics — standard deviation, beta, Sharpe ratio, and more — by scheme category.

Data dictionary: Risk Parameters field reference →


amfipy.risk_parameters.RiskParametersClient

Sync client for Risk Parameters data.

fetch(date, category_id, as_df=False)

Fetch risk parameter data.

Parameters:

Name Type Description Default
date str

"01-Mon-YYYY" e.g. "01-Mar-2026". Always use day=01.

required
category_id int | str

Numeric category ID (e.g. 17 for Mid Cap Fund).

required
as_df bool

Return polars DataFrame.

False

Returns:

Type Description
Any

Risk parameter data (standard deviation, beta, Sharpe ratio, etc.)

fetch_range(dates, category_id, as_df=False)

Fetch risk parameters for multiple months.

Returns {"01-Mar-2026": <data>, ...}.