All Datasets
Finance·CSV·Updated 2024-01
Sector Rotation & Returns Dataset
Monthly total returns for all 11 GICS equity sectors from January 2000 to December 2023, with momentum signals, volatility estimates, and fund flow proxies. Sourced from FRED sector indices and ETF net-asset-value changes.
Rows
3,168
Columns
6
Size
4.2 MB
Downloads
3,213
License
Public domain (FRED)
SectorsReturnsMomentumFREDETF
Source
Federal Reserve Economic Data (FRED), SPDR ETF NAV history
License: Public domain (FRED) / CC BY-4.0 (ETF NAV data)
https://fred.stlouisfed.orgKnown Limitations
ETF inception dates limit pre-2000 data. ETF flows are a proxy for institutional sector flows; actual institutional reallocation data requires subscription data.