Returns comprehensive key US ETF performance statistics, including prices, NAVs, flows, returns, and much more for both trailing and calendar year periods.
| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | String | An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID) |
| Name | Type | Description |
|---|---|---|
| date | Date | |
| netAssetValue | Number | The net asset value (NAV = Total Assets - Total Liabilities) |
| betaVsSpy | Number | Volatility this ETF is versus the SPY ETF |
| trailingOneMonthReturnSplitAndDividend | Number | Trailing one month return including dividends |
| trailingOneMonthReturnSplitOnly | Number | Trailing one month return excluding dividends |
| trailingOneYearReturnSplitAndDividend | Number | Trailing one year return including dividends |
| trailingOneYearReturnSplitOnly | Number | Trailing one year return excluding dividends |
| trailingOneYearVolatilityAnnualized | Number | Annualized standard deviation of daily price returns over trailing 252 trading days |
| trailingThreeYearAnnualizedReturnSplitAndDividend | Number | Trailing three year return including dividends |
| trailingThreeYearAnnualizedReturnSplitOnly | Number | Trailing three year return excluding dividends |
| trailingThreeYearVolatilityAnnualized | Number | Annualized standard deviation of daily price returns over trailing 756 trading days |
| trailingFiveYearAnnualizedReturnSplitAndDividend | Number | Trailing five year return including dividends |
| trailingFiveYearAnnualizedReturnSplitOnly | Number | Trailing five year return excluding dividends |
| trailingFiveYearVolatilityAnnualized | Number | Annualized standard deviation of daily price returns over trailing 1260 trading days |
| trailingTenYearAnnualizedReturnSplitAndDividend | Number | Trailing ten year return including dividends |
| trailingTenYearAnnualizedReturnSplitOnly | Number | Trailing ten year return excluding dividends |
| inceptionAnnualizedReturnSplitAndDividend | Number | Annualized return including dividends since inception |
| inceptionAnnualizedReturnSplitOnly | Number | Annualized return excluding dividends since inception |
| calendarYear5ReturnSplitAndDividend | Number | Five years ago calendar year return including dividends |
| calendarYear5ReturnSplitOnly | Number | Five years ago calendar year return excluding dividends |
| calendarYear4ReturnSplitAndDividend | Number | Four years ago calendar year return including dividends |
| calendarYear4ReturnSplitOnly | Number | Four years ago calendar year return excluding dividends |
| calendarYear3ReturnSplitAndDividend | Number | Three years ago calendar year return including dividends |
| calendarYear3ReturnSplitOnly | Number | Three years ago calendar year return excluding dividends |
| calendarYear2ReturnSplitAndDividend | Number | Two years ago calendar year return including dividends |
| calendarYear2ReturnSplitOnly | Number | Two years ago calendar year return excluding dividends |
| calendarYear1ReturnSplitAndDividend | Number | One year ago calendar year return including dividends |
| calendarYear1ReturnSplitOnly | Number | One year ago calendar year return excluding dividends |
| calendarYearToDateReturnSplitAndDividend | Number | Calendar year to date (YTD) return including dividends |
| calendarYearToDateReturnSplitOnly | Number | Calendar year to date (YTD) return excluding dividends |
| etf | ETFSummary |
| Name | Type | Description |
|---|---|---|
| id | String | The Intrinio ID of the ETF |
| name | String | The common name of the ETF |
| ticker | String | The common ticker symbol for the ETF |
| figiTicker | String | The OpenFIGI ticker for the ETF |
| ric | String | Reuters Instrument Code (RIC) for the ETF |
| isin | String | International Securities Identification Number (ISIN) for the ETF |
| sedol | String | Stock Exchange Daily Official List (SEDOL) for the ETF |
| exchangeMic | String | The exchange Market Identifier Code (MIC) from the International Standards Organization (ISO) |
