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570e579067
* fix doctest * fix some type hints * reorganize portfolio folders * fix rfr * fix vol bug * fix more docs * fix failing test * doc typo * numpy fix * pydocstyle * regenerate website docs
220 lines
8.2 KiB
Python
220 lines
8.2 KiB
Python
"""Statics"""
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__docformat__ = "numpy"
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BENCHMARK_LIST = {
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"SPDR S&P 500 ETF Trust (SPY)": "SPY",
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"iShares Core S&P 500 ETF (IVV)": "IVV",
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"Vanguard Total Stock Market ETF (VTI)": "VTI",
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"Vanguard S&P 500 ETF (VOO)": "VOO",
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"Invesco QQQ Trust (QQQ)": "QQQ",
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"Vanguard Value ETF (VTV)": "VTV",
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"Vanguard FTSE Developed Markets ETF (VEA)": "VEA",
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"iShares Core MSCI EAFE ETF (IEFA)": "IEFA",
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"iShares Core U.S. Aggregate Bond ETF (AGG)": "AGG",
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"Vanguard Total Bond Market ETF (BND)": "BND",
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"Vanguard FTSE Emerging Markets ETF (VWO)": "VWO",
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"Vanguard Growth ETF (VUG)": "VUG",
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"iShares Core MSCI Emerging Markets ETF (IEMG)": "IEMG",
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"iShares Core S&P Small-Cap ETF (IJR)": "IJR",
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"SPDR Gold Shares (GLD)": "GLD",
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"iShares Russell 1000 Growth ETF (IWF)": "IWF",
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"iShares Core S&P Mid-Cap ETF (IJH)": "IJH",
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"Vanguard Dividend Appreciation ETF (VIG)": "VIG",
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"iShares Russell 2000 ETF (IWM)": "IWM",
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"iShares Russell 1000 Value ETF (IWD)": "IWD",
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"Vanguard Mid-Cap ETF (VO)": "VO",
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"iShares MSCI EAFE ETF (EFA)": "EFA",
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"Vanguard Total International Stock ETF (VXUS)": "VXUS",
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"Vanguard Information Technology ETF (VGT)": "VGT",
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"Vanguard High Dividend Yield Index ETF (VYM)": "VYM",
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"Vanguard Total International Bond ETF (BNDX)": "BNDX",
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"Vanguard Real Estate ETF (VNQ)": "VNQ",
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"Vanguard Small Cap ETF (VB)": "VB",
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"Technology Select Sector SPDR Fund (XLK)": "XLK",
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"iShares Core S&P Total U.S. Stock Market ETF (ITOT)": "ITOT",
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"Vanguard Intermediate-Term Corporate Bond ETF (VCIT)": "VCIT",
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"Vanguard Short-Term Corporate Bond ETF (VCSH)": "VCSH",
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"Energy Select Sector SPDR Fund (XLE)": "XLE",
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"Health Care Select Sector SPDR Fund (XLV)": "XLV",
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"Vanguard Short-Term Bond ETF (BSV)": "BSV",
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"Financial Select Sector SPDR Fund (XLF)": "XLF",
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"Schwab US Dividend Equity ETF (SCHD)": "SCHD",
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"Invesco S&P 500® Equal Weight ETF (RSP)": "RSP",
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"iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD)": "LQD",
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"iShares S&P 500 Growth ETF (IVW)": "IVW",
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"Vanguard FTSE All-World ex-US Index Fund (VEU)": "VEU",
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"iShares TIPS Bond ETF (TIP)": "TIP",
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"iShares Gold Trust (IAU)": "IAU",
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"Schwab U.S. Large-Cap ETF (SCHX)": "SCHX",
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"iShares Core MSCI Total International Stock ETF (IXUS)": "IXUS",
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"iShares Russell Midcap ETF (IWR)": "IWR",
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"iShares Russell 1000 ETF (IWB)": "IWB",
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"SPDR Dow Jones Industrial Average ETF Trust (DIA)": "DIA",
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"iShares MSCI Emerging Markets ETF (EEM)": "EEM",
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"iShares MSCI USA Min Vol Factor ETF (USMV)": "USMV",
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"Schwab International Equity ETF (SCHF)": "SCHF",
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"iShares S&P 500 Value ETF (IVE)": "IVE",
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"iShares National Muni Bond ETF (MUB)": "MUB",
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"Vanguard Large Cap ETF (VV)": "VV",
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"Vanguard Small Cap Value ETF (VBR)": "VBR",
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"iShares ESG Aware MSCI USA ETF (ESGU)": "ESGU",
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"Vanguard Total World Stock ETF (VT)": "VT",
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"iShares Core Dividend Growth ETF (DGRO)": "DGRO",
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"iShares 1-3 Year Treasury Bond ETF (SHY)": "SHY",
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"iShares Select Dividend ETF (DVY)": "DVY",
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"iShares MSCI USA Quality Factor ETF (QUAL)": "QUAL",
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"Schwab U.S. Broad Market ETF (SCHB)": "SCHB",
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"iShares MBS ETF (MBB)": "MBB",
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"SPDR S&P Dividend ETF (SDY)": "SDY",
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"iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB)": "IGSB",
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"Vanguard Short-Term Inflation-Protected Securities ETF (VTIP)": "VTIP",
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"JPMorgan Ultra-Short Income ETF (JPST)": "JPST",
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"iShares 20+ Year Treasury Bond ETF (TLT)": "TLT",
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"iShares MSCI ACWI ETF (ACWI)": "ACWI",
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"SPDR S&P Midcap 400 ETF Trust (MDY)": "MDY",
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"iShares Core Total USD Bond Market ETF (IUSB)": "IUSB",
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"iShares Short Treasury Bond ETF (SHV)": "SHV",
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"Vanguard FTSE Europe ETF (VGK)": "VGK",
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"Consumer Discretionary Select Sector SPDR Fund (XLY)": "XLY",
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"SPDR Bloomberg 1-3 Month T-Bill ETF (BIL)": "BIL",
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"iShares U.S. Treasury Bond ETF (GOVT)": "GOVT",
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"Vanguard Health Care ETF (VHT)": "VHT",
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"Vanguard Mid-Cap Value ETF (VOE)": "VOE",
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"Consumer Staples Select Sector SPDR Fund (XLP)": "XLP",
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"Schwab U.S. TIPS ETF (SCHP)": "SCHP",
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"iShares 7-10 Year Treasury Bond ETF (IEF)": "IEF",
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"iShares Preferred & Income Securities ETF (PFF)": "PFF",
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"Utilities Select Sector SPDR Fund (XLU)": "XLU",
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"Vanguard Tax-Exempt Bond ETF (VTEB)": "VTEB",
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"iShares MSCI EAFE Value ETF (EFV)": "EFV",
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"Schwab U.S. Large-Cap Growth ETF (SCHG)": "SCHG",
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"iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB)": "EMB",
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"Dimensional U.S. Core Equity 2 ETF (DFAC)": "DFAC",
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"Schwab U.S. Small-Cap ETF (SCHA)": "SCHA",
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"VanEck Gold Miners ETF (GDX)": "GDX",
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"Vanguard Mortgage-Backed Securities ETF (VMBS)": "VMBS",
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"ProShares UltraPro QQQ (TQQQ)": "TQQQ",
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"Vanguard Short-Term Treasury ETF (VGSH)": "VGSH",
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"iShares iBoxx $ High Yield Corporate Bond ETF (HYG)": "HYG",
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"Industrial Select Sector SPDR Fund (XLI)": "XLI",
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"iShares Russell Mid-Cap Value ETF (IWS)": "IWS",
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"Vanguard Extended Market ETF (VXF)": "VXF",
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"SPDR Portfolio S&P 500 ETF (SPLG)": "SPLG",
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"SPDR Portfolio S&P 500 Value ETF (SPYV)": "SPYV",
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"iShares Russell 2000 Value ETF (IWN)": "IWN",
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}
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PERIODS = ["mtd", "qtd", "ytd", "3m", "6m", "1y", "3y", "5y", "10y", "all"]
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REGIONS = {
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"Afghanistan": "Middle East",
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"Anguilla": "North America",
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"Argentina": "Latin America",
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"Australia": "Asia",
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"Austria": "Europe",
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"Azerbaijan": "Europe",
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"Bahamas": "North America",
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"Bangladesh": "Asia",
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"Barbados": "North America",
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"Belgium": "Europe",
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"Belize": "North America",
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"Bermuda": "North America",
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"Botswana": "Africa",
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"Brazil": "Latin America",
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"British Virgin Islands": "North America",
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"Cambodia": "Asia",
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"Canada": "North America",
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"Cayman Islands": "North America",
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"Chile": "Latin America",
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"China": "Asia",
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"Colombia": "Latin America",
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"Costa Rica": "North America",
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"Cyprus": "Europe",
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"Czech Republic": "Europe",
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"Denmark": "Europe",
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"Dominican Republic": "North America",
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"Egypt": "Middle East",
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"Estonia": "Europe",
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"Falkland Islands": "Latin America",
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"Finland": "Europe",
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"France": "Europe",
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"French Guiana": "Europe",
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"Gabon": "Africa",
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"Georgia": "Europe",
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"Germany": "Europe",
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"Ghana": "Africa",
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"Gibraltar": "Europe",
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"Greece": "Europe",
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"Greenland": "North America",
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"Guernsey": "Europe",
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"Hong Kong": "Asia",
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"Hungary": "Europe",
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"Iceland": "Europe",
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"India": "Asia",
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"Indonesia": "Asia",
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"Ireland": "Europe",
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"Isle of Man": "Europe",
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"Israel": "Middle East",
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"Italy": "Europe",
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"Ivory Coast": "Africa",
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"Japan": "Asia",
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"Jersey": "Europe",
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"Jordan": "Middle East",
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"Kazakhstan": "Asia",
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"Kyrgyzstan": "Asia",
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"Latvia": "Europe",
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"Liechtenstein": "Europe",
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"Lithuania": "Europe",
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"Luxembourg": "Europe",
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"Macau": "Asia",
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"Macedonia": "Europe",
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"Malaysia": "Asia",
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"Malta": "Europe",
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"Mauritius": "Africa",
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"Mexico": "Latin America",
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"Monaco": "Europe",
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"Mongolia": "Asia",
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"Montenegro": "Europe",
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"Morocco": "Africa",
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"Mozambique": "Africa",
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"Myanmar": "Asia",
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"Namibia": "Africa",
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"Netherlands": "Europe",
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"Netherlands Antilles": "Europe",
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"New Zealand": "Asia",
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"Nigeria": "Africa",
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"Norway": "Europe",
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"Panama": "North America",
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"Papua New Guinea": "Asia",
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"Peru": "Latin America",
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"Philippines": "Asia",
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"Poland": "Europe",
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"Portugal": "Europe",
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"Qatar": "Middle East",
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"Reunion": "Africa",
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"Romania": "Europe",
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"Russia": "Asia",
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"Saudi Arabia": "Middle East",
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"Senegal": "Africa",
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"Singapore": "Asia",
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"Slovakia": "Europe",
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"Slovenia": "Europe",
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"South Africa": "Africa",
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"South Korea": "Asia",
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"Spain": "Europe",
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"Suriname": "Latin America",
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"Sweden": "Europe",
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"Switzerland": "Europe",
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"Taiwan": "Asia",
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"Tanzania": "Africa",
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"Thailand": "Asia",
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"Turkey": "Middle East",
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"Ukraine": "Europe",
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"United Arab Emirates": "Middle East",
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"United Kingdom": "Europe",
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"United States": "North America",
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"Uruguay": "Latin America",
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"Vietnam": "Asia",
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"Zambia": "Africa",
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}
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