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Finance Data Station
CRSP Funds
Database Name
CRSP Survivor-Bias Free US Mutual Fund Database
Website
http://gsbwww.uchicago.edu/research/crsp/index.html
Current Versions/Years Available
Mutual Fund Data is available from 1/1962.
The most recent data set ends with data from December, 2004.
Overview of the Data
The CRSP U.S. Mutual Fund Database provides open-ended mutual fund data for over 24,725 (approximately 8,710 dead funds and 16,015 live) open-ended funds of all investment objectives:
- Equity funds
- Taxable and municipal bond funds
- International funds
- Money market funds
The CRSP US Mutual Fund Database contains live funds as well as funds that have not survived over time. Dead funds are traditionally removed from performance returns in mutual fund data. Thus the survivor-bias free fund data can be used as a more accurate performance benchmark.
Our Subscription
The Finance Department subscription is current.
The CRSP Mutual Fund database is updated quarterly, with a one-quarter lag.
(For example, December data is shipped the last trading day of March.)
How to Access This Data
CRSP Mutual Fund Data is available in two different formats. It is stored on the Finance Department Server in ASCII format and in a SAS dataset format. For Finance department faculty and grad students, the CRSP Mutual Fund datasets can be found on the finance server at (for most computers) Z:\Mutual Fund Data\ If you do not have the Z: drive mapped to your computer, email the Data Czar to have this done.
Once you have access to the datasets, the data can be manipulated using SAS (for the SAS datasets) or a program such as Fortran, C, or Matlab (for the ASCII datasets).
A guide for the CRSP Mutual Funds Database can be downloaded from the CRSP guides website by clicking: here.
The guide is also available for Finance faculty and graduate students on the Finance Common drive. On most department computers, the directory is: S:\dataczar\crspMFguide\
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