How can I access CRSP Mutual Fund data?
The CRSP Survivor-Bias Free US Mutual Fund Database is provided in either SAS Data Sets or ASCII files. All SAS data sets may be accessed with SAS software version 8 or above. Almost all of the ASCII files are too large to be opened and parsed in Excel. Rather than using Excel or Microsoft Access, CRSP recommends that our subscribers load the ASCII data into a commercial-grade relational database or statistical package. CRSP includes generic create and load procedures with the ASCII data. These procedures, found in the file, mfdb_create_load_procedure.txt, may be used as a starting point for loading the data into the relational database of your choice.
When accessing the Mutual Funds data files, note that the Fund Header table is the central table for the database. It contains the most recent information for active and delisted funds. Researchers may find it useful to link information in this table to the other tables where information is categorized by data type, such as holdings, returns, and NAVs.