CRSP: CRSP creates and maintains premier historical US databases for stock (Nasdaq, AMEX, NYSE), indices, bond, and mutual fund securities. Standard Subscription Product include CRSP US Stock Databases; CRSP US Indices Database ; CRSP/COMPUSTAT Merged Database (CCM) ; CRSP Survivor Bias-Free US Mutual Fund Database; CRSP US Treasury Databases. Available at all StatLab locations and remotely via SOM network and the WRDS.

Ibbotson Associates Performance Attribution: Database includes Piper Managed funds -- quarterly data on institutional managers. Morningstar funds. Also, a Sharpe style analysis software program unparalleled in the industry. Available on the Citrix server .

Morningstar Principia: Morningstar Principia CD is a comprehensive data source in the mutual fund industry for the sheer depth and breadth of data it provides. It covers over 14,000 mutual funds (with 100 ETFs) , 23,000 variable annuity/life subaccounts, 600 closed-end funds, and 1,700 separate accounts (with underlying security holdings for each). Available at the Social Science Library (Call Number: CD-ROM HG4530 M667 ).

Mutual Fund Daily Returns: Survivorship - bias free daily monthly returns and some characteristics. Available to ICF fellows via the SOM network ( file path: /data/FUNDS/). To request an account, please contact Matthew Jerviss.

Mutual Fund Daily Returns:Standard & Poor's daily returns for Mutual Funds data are now available to ICF fellows via the SOM network (file path: /data/snp/). The files are flat ASCII files. To request an account, please contact Matthew Jerviss.

WRDS: Wharton Research Data Services, or WRDS, is a comprehensive web-based data management system that allows faculty and students to easily retrieve information from a wide variety of financial, economic, and marketing data sources. WRDS is best known for its holdings of historical financial data from CRSP and COMPUSTAT. This data covers over 30,000 companies and includes security prices and trading volume, income and balance sheet items, and analyst projections for earnings and sales. WRDS also contains stock market indices, bond prices and interest rates, mutual fund and stock ownership information, options data, and a wide array of macroeconomic time series. International data, marketing and industry reports, and web usage data are also available on WRDS. Account available to ICF fellows on request. For more information, please contact Matthew Jerviss.