Data Model for the CRSP Survivor-Bias-Free US Mutual Fund Database
The below data model represents the relationships between the tables found in the database. As depicted, the Fund Header table is the central table for the database. This table contains the most recent information for all funds, both currently active and delisted. From this table researchers may branch out to other tables where information is grouped into categories; for instance Fund Fees, Monthly NAV, Holdings, and so on.
Overview and Table List
The CRSP Survivor-Bias-Free US Mutual Fund Database provides open-ended mutual fund data beginning December 1961 for funds of all investment objectives, principally equity funds, taxable and municipal bond funds, international funds and money market funds.
The database consists of a group of tables listed in the Table Overview below. Following the Table Overview, a listing of variables and brief descriptions are provided for each individual table. Data availability differing from the December 1961 start date is noted where applicable.
Database Tables Overview
|contact_info||Contact Information||Current and historical contact information|
|daily_nav||Daily Net Asset Value||Net Asset Value for each trading day|
|daily_returns||Daily Returns||Returns for each trading day|
|front_load_det||Front Load Detail||Details of front load fees|
|front_load_grp||Front Load Group||Effective dates for front load fees|
|fund_fees||Fund Fees||Fees associated with each fund|
|fund_hdr||Fund Header||Most recent identification information for each fund|
|fund_hdr_hist||Historical Fund Header||Historical identification information for each fund|
|fund_style||Fund Style||Style attributes for each fund|
|fund_summary||Fund Summary||Summary data for each fund|
|holdings||Holdings||Portfolio holding information|
|holdings_co_info||Holdings Company Information||Information about companies held in portfolios|
|crsp_portno_map||CRSP PORTNO Map||Map to portfolio for security holdings info|
|monthly_nav||Monthly Net Asset Value||Net Asset Values as of the last trading day of each month|
|monthly_returns||Monthly Returns||Monthly holding period returns|
|monthly_tna||Monthly Total Net Assets||Total Net Assets as of the last trading day of each month|
|rear_load_det||Rear Load Detail||Details of rear load fees|
|rear_load_grp||Rear Load Group||Effective dates for rear load fees|
CIK TABLE with SAS and ASCII Files
CRSP_cik_map table is included in the SAS and ASCII versions of the mutual funds database. This table provides a mapping of crsp_fundno to SEC EDGAR filings database and includes the following fields:
- crsp_fundno – CRSP unique fund identifier
- comp_cik – EDGAR identifier assigned to a fund management company
- series_cik – EDGAR identifier assigned to a group of share classes issued against the same portfolio of assets.
- class_cik – EDGAR identifier assigned a single share class, analogous to CRSP_fundno identifier.
- CRSP_cik_map covers most of the active funds in CRSP mutual fund database. Company filings availability on EDGAR begins in Q4 1993.