Created a dataset of fund returns on Snowflake. It’s quite extensive showing both trailing and calendar year returns for every mutual fund and ETF since inception.
You can fetch a mutual funds trailing annualized performance every trading day going back 15+ years.
Each trailing returns row shows: 1D, 1W, 1M, 2M, 3M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 12Y, 15Y, and earliest available inception. I usually never see websites (even Morningstar) provide this breakdown which I think is useful when exploring different economic cycles.
Calendar year returns go back as far as possible as well.
Data is updated daily.
submitted by /u/fruitstanddev
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