Description of `mutual_funds` Source: https://www.kaggle.com/stefanoleone992/mutual-funds-and-etfs The data contains 17,007 observations of mutual fund returns and characteristics. I downloaded this data from Kaggle which was scraped from Yahoo finance in November 2020. I shrunk the number of columns in the original data from 118 to 45 and only kept observations for which all 45 data columns were available. There are some reports on Kaggle of some of the data not being correct --- this is likely a byproduct of scraping the data. The following variables are included: fund_symbol -- mutual fund symbol fund_extended_name -- full name fund_family -- company that runs mutual fund net_asset_value -- net asset value fund_return_3years -- 3 year fund return fund_return_10years -- 10 year fund return investment_type -- type of investment: blend, growth, or value investment_strategy -- longer description of investment strategy inception_date -- start data of mutual fund rating -- I think Morningstar rating (out of 5) return_rating -- I think Morningstar return rating (out of 5) risk_rating -- I think Morningstar risk rating (out of 5) size_type -- whether the fund tends to invest in large, medium, or small fund_net_annual_expense_ratio -- fund expense ratio category_net_annual_expense_ratio -- category expense ratio category -- category of the mutual fund (there are 103 different categories in the data) category_return_3years -- 3 year category return category_return_10years -- 10 year category return asset_cash -- percentage of fund assets in cash asset_stocks -- percentage of fund assets in stocks asset_bonds -- percentage of fund assets in bonds fund_alpha_3years -- 3 year fund alpha fund_alpha_10years -- 10 year fund alpha category_alpha_3years -- 3 year category alpha category_alpha_10years -- 10 year category alpha fund_beta_3years -- 3 year fund beta fund_beta_10years -- 10 year fund beta category_beta_3years -- 3 year category beta category_beta_10years -- 10 year category beta fund_r_squared_3years -- 3 year fund r-squared fund_r_squared_10years -- 10 year fund r-squared category_r_squared_3years -- 3 year category r-squared category_r_squared_10years -- 10 year fund r-squared fund_standard_deviation_3years -- 3 year fund standard deviation fund_standard_deviation_10years -- 10 year fund standard deviation category_standard_deviation_3years -- 3 year category standard deviation category_standard_deviation_10years -- 10 year category standard deviation fund_sharpe_ratio_3years -- 3 year fund sharpe ratio fund_sharpe_ratio_10years -- 10 year fund sharpe ratio category_sharpe_ratio_3years -- 3 year category sharpe ratio category_sharpe_ratio_10years -- 10 year category sharpe ratio fund_treynor_ratio_3years -- 3 year fund treynor ratio fund_treynor_ratio_10years -- 10 year fund treynor ratio category_treynor_ratio_3years -- 3 year category treynor ratio category_treynor_ratio_10years -- 10 year category treynor ratio