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US Funds Dataset From Yahoo Finance

23k+ Mutual Funds and 2k+ ETFs scraped from Yahoo Finance

@kaggle.stefanoleone992_mutual_funds_and_etfs

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About this Dataset

US Funds Dataset From Yahoo Finance

Context

ETFs represent a cheap alternative to Mutual Funds and they are growing fast in the last years due to their passive approach (and the consequential lower fees).
This dataset includes the financial information collected from Yahoo Finance and includes all U.S. Mutual Funds and along with their historical prices.
Updated version relates to the November 2021 financial values.

Content

The file contains 23,783 Mutual Funds and 2,310 ETFs with:

  • General fund aspects (e.g. total_net_assets, fund family, inception date, etc.)
  • Portfolio indicators (e.g. cash, stocks, bonds, sectors, etc.)
  • Historical yearly and quarterly returns (e.g. year_to_date, 1-year, 3-years, etc.)
  • Financial ratios (price/earning, Treynor and Sharpe ratios, alpha, and beta)
  • ESG scores

Acknowledgements

Data has been scraped from the publicly available website https://finance.yahoo.com.

Inspiration

Datasets allow for multiple comparisons regarding portfolio decisions from investment managers in Mutual Funds and portfolio restrictions to the indexes in ETFs.
The inspiration comes from the 2017 hype regarding ETFs, that convinced many investors to invest in Exchange Traded Funds rather than in Mutual Funds.
Datasets will be updated every one or two semesters.

Tables

Etf Prices

@kaggle.stefanoleone992_mutual_funds_and_etfs.etf_prices
  • 56.18 MB
  • 3,866,030 rows
  • 8 columns
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CREATE TABLE etf_prices (
  "fund_symbol" VARCHAR,
  "price_date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" BIGINT
);

Etfs

@kaggle.stefanoleone992_mutual_funds_and_etfs.etfs
  • 1.19 MB
  • 2,310 rows
  • 142 columns
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CREATE TABLE etfs (
  "fund_symbol" VARCHAR,
  "quote_type" VARCHAR,
  "region" VARCHAR,
  "fund_short_name" VARCHAR,
  "fund_long_name" VARCHAR,
  "currency" VARCHAR,
  "fund_category" VARCHAR,
  "fund_family" VARCHAR,
  "exchange_code" VARCHAR,
  "exchange_name" VARCHAR,
  "exchange_timezone" VARCHAR,
  "avg_vol_3month" BIGINT,
  "avg_vol_10day" DOUBLE,
  "total_net_assets" DOUBLE,
  "day50_moving_average" DOUBLE,
  "day200_moving_average" DOUBLE,
  "week52_high_low_change" DOUBLE,
  "week52_high_low_change_perc" DOUBLE,
  "week52_high" DOUBLE,
  "week52_high_change" DOUBLE,
  "week52_high_change_perc" DOUBLE,
  "week52_low" DOUBLE,
  "week52_low_change" DOUBLE,
  "week52_low_change_perc" DOUBLE,
  "investment_strategy" VARCHAR,
  "fund_yield" DOUBLE,
  "inception_date" TIMESTAMP,
  "annual_holdings_turnover" DOUBLE,
  "investment_type" VARCHAR,
  "size_type" VARCHAR,
  "fund_annual_report_net_expense_ratio" DOUBLE,
  "category_annual_report_net_expense_ratio" DOUBLE,
  "asset_stocks" DOUBLE,
  "asset_bonds" DOUBLE,
  "fund_sector_basic_materials" DOUBLE,
  "fund_sector_communication_services" DOUBLE,
  "fund_sector_consumer_cyclical" DOUBLE,
  "fund_sector_consumer_defensive" DOUBLE,
  "fund_sector_energy" DOUBLE,
  "fund_sector_financial_services" DOUBLE,
  "fund_sector_healthcare" DOUBLE,
  "fund_sector_industrials" DOUBLE,
  "fund_sector_real_estate" DOUBLE,
  "fund_sector_technology" DOUBLE,
  "fund_sector_utilities" DOUBLE,
  "fund_price_book_ratio" DOUBLE,
  "fund_price_cashflow_ratio" DOUBLE,
  "fund_price_earning_ratio" DOUBLE,
  "fund_price_sales_ratio" DOUBLE,
  "fund_bond_maturity" DOUBLE,
  "fund_bond_duration" DOUBLE,
  "fund_bonds_us_government" DOUBLE,
  "fund_bonds_aaa" DOUBLE,
  "fund_bonds_aa" DOUBLE,
  "fund_bonds_a" DOUBLE,
  "fund_bonds_bbb" DOUBLE,
  "fund_bonds_bb" DOUBLE,
  "fund_bonds_b" DOUBLE,
  "fund_bonds_below_b" DOUBLE,
  "fund_bonds_others" DOUBLE,
  "top10_holdings" VARCHAR,
  "top10_holdings_total_assets" DOUBLE,
  "returns_as_of_date" TIMESTAMP,
  "fund_return_ytd" DOUBLE,
  "category_return_ytd" DOUBLE,
  "fund_return_1month" DOUBLE,
  "category_return_1month" DOUBLE,
  "fund_return_3months" DOUBLE,
  "category_return_3months" DOUBLE,
  "fund_return_1year" DOUBLE,
  "category_return_1year" DOUBLE,
  "fund_return_3years" DOUBLE,
  "category_return_3years" DOUBLE,
  "fund_return_5years" DOUBLE,
  "category_return_5years" DOUBLE,
  "fund_return_10years" DOUBLE,
  "category_return_10years" DOUBLE,
  "years_up" DOUBLE,
  "years_down" DOUBLE,
  "fund_return_2020" DOUBLE,
  "category_return_2020" VARCHAR,
  "fund_return_2019" DOUBLE,
  "category_return_2019" VARCHAR,
  "fund_return_2018" DOUBLE,
  "category_return_2018" VARCHAR,
  "fund_return_2017" DOUBLE,
  "category_return_2017" VARCHAR,
  "fund_return_2016" DOUBLE,
  "category_return_2016" VARCHAR,
  "fund_return_2015" DOUBLE,
  "category_return_2015" DOUBLE,
  "fund_return_2014" DOUBLE,
  "category_return_2014" DOUBLE,
  "fund_return_2013" DOUBLE,
  "category_return_2013" DOUBLE,
  "fund_return_2012" DOUBLE,
  "category_return_2012" DOUBLE,
  "fund_return_2011" DOUBLE,
  "category_return_2011" DOUBLE,
  "fund_return_2010" DOUBLE
);

Mutualfund Prices A E

@kaggle.stefanoleone992_mutual_funds_and_etfs.mutualfund_prices_a_e
  • 55.22 MB
  • 16,016,010 rows
  • 3 columns
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CREATE TABLE mutualfund_prices_a_e (
  "fund_symbol" VARCHAR,
  "price_date" TIMESTAMP,
  "nav_per_share" DOUBLE
);

Mutualfund Prices F K

@kaggle.stefanoleone992_mutual_funds_and_etfs.mutualfund_prices_f_k
  • 69.03 MB
  • 20,165,497 rows
  • 3 columns
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CREATE TABLE mutualfund_prices_f_k (
  "fund_symbol" VARCHAR,
  "price_date" TIMESTAMP,
  "nav_per_share" DOUBLE
);

Mutualfund Prices L P

@kaggle.stefanoleone992_mutual_funds_and_etfs.mutualfund_prices_l_p
  • 73.37 MB
  • 21,426,733 rows
  • 3 columns
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CREATE TABLE mutualfund_prices_l_p (
  "fund_symbol" VARCHAR,
  "price_date" TIMESTAMP,
  "nav_per_share" DOUBLE
);

Mutualfund Prices Q Z

@kaggle.stefanoleone992_mutual_funds_and_etfs.mutualfund_prices_q_z
  • 63.81 MB
  • 18,049,499 rows
  • 3 columns
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CREATE TABLE mutualfund_prices_q_z (
  "fund_symbol" VARCHAR,
  "price_date" TIMESTAMP,
  "nav_per_share" DOUBLE
);

Mutualfunds

@kaggle.stefanoleone992_mutual_funds_and_etfs.mutualfunds
  • 17.84 MB
  • 23,783 rows
  • 298 columns
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CREATE TABLE mutualfunds (
  "fund_symbol" VARCHAR,
  "quote_type" VARCHAR,
  "region" VARCHAR,
  "fund_short_name" VARCHAR,
  "fund_long_name" VARCHAR,
  "currency" VARCHAR,
  "initial_investment" DOUBLE,
  "subsequent_investment" DOUBLE,
  "fund_category" VARCHAR,
  "fund_family" VARCHAR,
  "exchange_code" VARCHAR,
  "exchange_name" VARCHAR,
  "exchange_timezone" VARCHAR,
  "management_name" VARCHAR,
  "management_bio" VARCHAR,
  "management_start_date" TIMESTAMP,
  "total_net_assets" DOUBLE,
  "year_to_date_return" DOUBLE,
  "day50_moving_average" DOUBLE,
  "day200_moving_average" DOUBLE,
  "week52_high_low_change" DOUBLE,
  "week52_high_low_change_perc" DOUBLE,
  "week52_high" DOUBLE,
  "week52_high_change" DOUBLE,
  "week52_high_change_perc" DOUBLE,
  "week52_low" DOUBLE,
  "week52_low_change" DOUBLE,
  "week52_low_change_perc" DOUBLE,
  "investment_strategy" VARCHAR,
  "fund_yield" DOUBLE,
  "morningstar_overall_rating" DOUBLE,
  "morningstar_risk_rating" DOUBLE,
  "inception_date" TIMESTAMP,
  "last_dividend" DOUBLE,
  "last_cap_gain" DOUBLE,
  "annual_holdings_turnover" DOUBLE,
  "investment_type" VARCHAR,
  "size_type" VARCHAR,
  "fund_annual_report_net_expense_ratio" DOUBLE,
  "category_annual_report_net_expense_ratio" DOUBLE,
  "fund_prospectus_net_expense_ratio" DOUBLE,
  "fund_prospectus_gross_expense_ratio" DOUBLE,
  "fund_max_12b1_fee" DOUBLE,
  "fund_max_front_end_sales_load" DOUBLE,
  "category_max_front_end_sales_load" DOUBLE,
  "fund_max_deferred_sales_load" DOUBLE,
  "category_max_deferred_sales_load" DOUBLE,
  "fund_year3_expense_projection" DOUBLE,
  "fund_year5_expense_projection" DOUBLE,
  "fund_year10_expense_projection" DOUBLE,
  "asset_cash" DOUBLE,
  "asset_stocks" DOUBLE,
  "asset_bonds" DOUBLE,
  "asset_others" DOUBLE,
  "asset_preferred" DOUBLE,
  "asset_convertible" DOUBLE,
  "fund_sector_basic_materials" DOUBLE,
  "fund_sector_communication_services" DOUBLE,
  "fund_sector_consumer_cyclical" DOUBLE,
  "fund_sector_consumer_defensive" DOUBLE,
  "fund_sector_energy" DOUBLE,
  "fund_sector_financial_services" DOUBLE,
  "fund_sector_healthcare" DOUBLE,
  "fund_sector_industrials" DOUBLE,
  "fund_sector_real_estate" DOUBLE,
  "fund_sector_technology" DOUBLE,
  "fund_sector_utilities" DOUBLE,
  "fund_price_book_ratio" DOUBLE,
  "category_price_book_ratio" DOUBLE,
  "fund_price_cashflow_ratio" DOUBLE,
  "category_price_cashflow_ratio" DOUBLE,
  "fund_price_earning_ratio" DOUBLE,
  "category_price_earning_ratio" DOUBLE,
  "fund_price_sales_ratio" DOUBLE,
  "category_price_sales_ratio" DOUBLE,
  "fund_median_market_cap" DOUBLE,
  "category_median_market_cap" DOUBLE,
  "fund_year3_earnings_growth" DOUBLE,
  "category_year3_earnings_growth" DOUBLE,
  "fund_bond_maturity" DOUBLE,
  "category_bond_maturity" DOUBLE,
  "fund_bond_duration" DOUBLE,
  "category_bond_duration" DOUBLE,
  "fund_bonds_us_government" DOUBLE,
  "fund_bonds_aaa" DOUBLE,
  "fund_bonds_aa" DOUBLE,
  "fund_bonds_a" DOUBLE,
  "fund_bonds_bbb" DOUBLE,
  "fund_bonds_bb" DOUBLE,
  "fund_bonds_b" DOUBLE,
  "fund_bonds_below_b" DOUBLE,
  "fund_bonds_others" DOUBLE,
  "top10_holdings" VARCHAR,
  "top10_holdings_total_assets" DOUBLE,
  "morningstar_return_rating" DOUBLE,
  "returns_as_of_date" TIMESTAMP,
  "fund_return_ytd" DOUBLE,
  "category_return_ytd" DOUBLE,
  "fund_return_1month" DOUBLE,
  "category_return_1month" DOUBLE
);

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