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