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 | str | An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID) |
| Name | Type | Description |
|---|---|---|
| date | date | |
| net_asset_value | float | The net asset value (NAV = Total Assets - Total Liabilities) |
| beta_vs_spy | float | Volatility this ETF is versus the SPY ETF |
| trailing_one_month_return_split_and_dividend | float | Trailing one month return including dividends |
| trailing_one_month_return_split_only | float | Trailing one month return excluding dividends |
| trailing_one_year_return_split_and_dividend | float | Trailing one year return including dividends |
| trailing_one_year_return_split_only | float | Trailing one year return excluding dividends |
| trailing_one_year_volatility_annualized | float | Annualized standard deviation of daily price returns over trailing 252 trading days |
| trailing_three_year_annualized_return_split_and_dividend | float | Trailing three year return including dividends |
| trailing_three_year_annualized_return_split_only | float | Trailing three year return excluding dividends |
| trailing_three_year_volatility_annualized | float | Annualized standard deviation of daily price returns over trailing 756 trading days |
| trailing_five_year_annualized_return_split_and_dividend | float | Trailing five year return including dividends |
| trailing_five_year_annualized_return_split_only | float | Trailing five year return excluding dividends |
| trailing_five_year_volatility_annualized | float | Annualized standard deviation of daily price returns over trailing 1260 trading days |
| trailing_ten_year_annualized_return_split_and_dividend | float | Trailing ten year return including dividends |
| trailing_ten_year_annualized_return_split_only | float | Trailing ten year return excluding dividends |
| inception_annualized_return_split_and_dividend | float | Annualized return including dividends since inception |
| inception_annualized_return_split_only | float | Annualized return excluding dividends since inception |
| calendar_year_5_return_split_and_dividend | float | Five years ago calendar year return including dividends |
| calendar_year_5_return_split_only | float | Five years ago calendar year return excluding dividends |
| calendar_year_4_return_split_and_dividend | float | Four years ago calendar year return including dividends |
| calendar_year_4_return_split_only | float | Four years ago calendar year return excluding dividends |
| calendar_year_3_return_split_and_dividend | float | Three years ago calendar year return including dividends |
| calendar_year_3_return_split_only | float | Three years ago calendar year return excluding dividends |
| calendar_year_2_return_split_and_dividend | float | Two years ago calendar year return including dividends |
| calendar_year_2_return_split_only | float | Two years ago calendar year return excluding dividends |
| calendar_year_1_return_split_and_dividend | float | One year ago calendar year return including dividends |
| calendar_year_1_return_split_only | float | One year ago calendar year return excluding dividends |
| calendar_year_to_date_return_split_and_dividend | float | Calendar year to date (YTD) return including dividends |
| calendar_year_to_date_return_split_only | float | Calendar year to date (YTD) return excluding dividends |
| etf | ETFSummary |
| Name | Type | Description |
|---|---|---|
| id | str | The Intrinio ID of the ETF |
| name | str | The common name of the ETF |
| ticker | str | The common ticker symbol for the ETF |
| figi_ticker | str | The OpenFIGI ticker for the ETF |
| ric | str | Reuters Instrument Code (RIC) for the ETF |
| isin | str | International Securities Identification Number (ISIN) for the ETF |
| sedol | str | Stock Exchange Daily Official List (SEDOL) for the ETF |
| exchange_mic | str | The exchange Market Identifier Code (MIC) from the International Standards Organization (ISO) |
