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Analyze Mutual Fund Performance - Using Pyfolio

Hello,

Is anyone successfully able to do this with price history for something other than a US stock? I've tried using the local_csv function to pull in MUTF price history but I can't seem to get the data into the correct format to run it through the tearsheet functions.

The code below will fetch data for a stock, but not for a mutual fund..

import pyfolio as pf  
stock_rets = pf.utils.get_symbol_rets('FB')  
pf.create_returns_tear_sheet(stock_rets)  

Any ideas?

Thanks!
Jamie

2 responses

The get_symbol_rets() in research looks to our DB for returns values. Since we only have US stock prices, you won't be able to find mutual fund price history this way. However, if you clone the pyfolio repo locally, you the get_symbol_rets() function looks to yahoo for the data using pandas.io.data.get_data_yahoo(). This should get you what you want! I just tested with a mutual fund and it worked for me locally. Let me know if you have any issues.

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Excellent! It's working locally!