Alpha Insights: US Funds

US Funds Dataset: Unlocking Insights for Informed Investment Decisions

Exchange-Traded Funds (ETFs) have gained significant popularity in recent years as a low-cost alternative to Mutual Funds. This dataset, compiled from Yahoo Finance, offers a comprehensive overview of the US funds market, encompassing 23,783 Mutual Funds and 2,310 ETFs.

Data

The dataset provides a wealth of information on each fund, including:

General fund aspects: total net assets, fund family, inception date, expense ratios, and more.
Portfolio indicators: cash allocation, sector weightings, holdings diversification, and other key metrics.
Historical returns: year-to-date, 1-year, 3-year, and other performance data for different time periods.
Financial ratios: price/earnings ratio, Treynor and Sharpe ratios, alpha, beta, and ESG scores.
Applications

This dataset can be leveraged by investors, researchers, and financial professionals for a variety of purposes, including:

Investment analysis: comparing the performance and characteristics of Mutual Funds and ETFs to make informed investment decisions.
Portfolio construction: using the data to build diversified portfolios that align with investment goals and risk tolerance.
Research and analysis: studying market trends, fund behavior, and other factors to gain insights into the US funds market.
Inspiration and Updates

The dataset was inspired by the surge of interest in ETFs in 2017 and the subsequent shift away from Mutual Funds. The data is sourced from Yahoo Finance, a publicly available website, ensuring transparency and accessibility. Updates are planned every 1-2 semesters to keep the data current and relevant.

Conclusion

This comprehensive dataset offers a valuable resource for anyone seeking to gain a deeper understanding of the US funds market. By providing detailed information on a wide range of funds, the dataset empowers investors to make informed decisions and build successful investment portfolios.

Access the dataset and unlock the insights it offers to make informed investment decisions.