cagrx 0.1.0

A Python library to calculate return metrics like CAGR, XIRR, and SIP returns using AMFI data

📈 cagrx

No Cap, only CAGR – Calculate Mutual fund Returns Like a Pro

Download, analyze, and unlock insights from Indian mutual funds with ease.

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[!WARNING] Work in Progress: This library is under active development. APIs may change, and some features are still being refined. Contributions and feedback are welcome!

CagrX is a powerful Python library to analyze mutual funds using AMFI (Association of Mutual Funds in India) data. Whether you're building a fintech app, conducting investment research, or analyzing portfolio performance, cagrx provides the tools you need to work with mutual fund data effortlessly.

✨ Features

• Download Mutual Fund Data: Fetch NAV (Net Asset Value) data for any Indian mutual fund scheme
• Historical Data: Access historical NAV data with automatic chunking for large date ranges
• Fund Discovery: Browse and search through all available mutual fund schemes
• Performance Analysis: Built-in metrics for calculating returns:
  • CAGR (Compound Annual Growth Rate)
  • Trailing returns (1Y, 3Y, 5Y, etc.)
  • Rolling returns with max/min/average statistics
  • SIP (Systematic Investment Plan) return calculations
• Data Persistence: Automatic caching of schemes list for faster subsequent access

🚀 Installation

[!NOTE] This library is not yet published to PyPI. Install from source for now.

Install from source:

git clone https://github.com/yourusername/cagrx.git
cd cagrx
pip install -e .

Or install dependencies manually:

pip install pandas requests

📦 Requirements

• Python >= 3.9
• pandas
• requests

🔧 Usage

Getting Started with AMFI Data

from cagrx.amfi import Amfi

# Initialize AMFI client
amfi = Amfi()

Browse Available Mutual Funds

# Get all fund houses
fund_houses = amfi.get_fund_houses()
print(fund_houses)

# Get all schemes from a specific fund house
schemes = amfi.get_schemes_by_fund_house("HDFC Mutual Fund")
print(schemes)

# Get complete schemes list (cached locally as amfi_navall.csv)
all_schemes = amfi.list_all_schemes()

# Force refresh the schemes list from AMFI and update cache
# Useful when you want to ensure you have the new funds included
refreshed_schemes = amfi.refresh_schemes()

Download Historical NAV Data

# Download NAV data for a specific scheme
# Scheme code can be found from list_all_schemes()
nav_data = amfi.get_nav_history(
    scheme_id="122639",  # Example: HDFC Flexi Cap Fund
    start_date="2020-01-01",
    end_date="2023-12-31"
)

# Returns a pandas DataFrame with date as index and NAV values
print(nav_data.head())

Calculate Performance Metrics

CAGR (Compound Annual Growth Rate)

[!NOTE] You can use -1 as a period to calculate the CAGR for the entire available historical data (Max CAGR).

from cagrx.return_metrics import cagr, calculate_trailing_cagr

# Calculate overall CAGR
overall_cagr = cagr(nav_data)
print(f"Overall CAGR: {overall_cagr * 100:.2f}%")

# Calculate trailing CAGR for multiple periods
trailing_returns = calculate_trailing_cagr(
    nav_data,
    periods=[-1, 1, 3, 5]  # -1 for Max CAGR, 1Y, 3Y, 5Y
)
print(trailing_returns)
# Output: {'Max_CAGR': 0.165, '1Y_CAGR': 0.123, '3Y_CAGR': 0.156, '5Y_CAGR': 0.142}

Rolling Returns

from cagrx.return_metrics import calculate_rolling_returns
import pandas as pd

# Calculate 1-year rolling returns
rolling_metrics = calculate_rolling_returns(
    nav_data,
    period=pd.DateOffset(years=1)
)

print(f"Max rolling return: {rolling_metrics['max_returns'] * 100:.2f}%")
print(f"Period: {rolling_metrics['max_return_period']}")
print(f"Min rolling return: {rolling_metrics['min_returns'] * 100:.2f}%")
print(f"Average rolling return: {rolling_metrics['avg_return'] * 100:.2f}%")

SIP Returns (What-If Analysis)

Analyze how your periodic investments would have performed:

from cagrx.amfi import Amfi
from cagrx.return_metrics import calculate_sip_returns
import pandas as pd

# First, get the NAV data for the fund
amfi = Amfi()
nav_data = amfi.get_nav_history(
    scheme_id="122639",
    start_date="2020-01-01",
    end_date="2023-12-31"
)

# Example 1: Regular monthly SIP of ₹5,000 for 3 years
sip_dates = pd.date_range(start='2020-01-01', periods=36, freq='MS')
sip_cashflows = pd.DataFrame({'amount': 5000}, index=sip_dates)

returns = calculate_sip_returns(sip_cashflows, nav_data)
print(f"Invested: ₹{returns['total_invested']:,.0f} → Current: ₹{returns['current_value']:,.0f}")
print(f"Returns: {returns['return_percentage']:.2f}% (Annualized: {returns['annualized_return']:.2f}%)")

# Example 2: Irregular investments (lump sum + step-up SIP)
irregular_investments = pd.DataFrame({
    'amount': [50000, 5000, 7500, 10000, 15000]
}, index=pd.to_datetime([
    '2020-01-15',   # Initial lump sum
    '2020-06-01',   # ₹5k after 6 months
    '2021-01-01',   # Stepped up to ₹7.5k
    '2021-06-01',   # Stepped up to ₹10k
    '2022-01-01'    # Stepped up to ₹15k
]))

irregular_returns = calculate_sip_returns(irregular_investments, nav_data)
print(f"Irregular Returns: {irregular_returns['return_percentage']:.2f}%")

Complete Example

from cagrx.amfi import Amfi
from cagrx.return_metrics import cagr, calculate_trailing_cagr, calculate_rolling_returns
import pandas as pd

# Initialize
amfi = Amfi()

# Browse HDFC schemes
hdfc_schemes = amfi.get_schemes_by_fund_house("HDFC Mutual Fund")
print("Available HDFC Schemes:")
print(hdfc_schemes.head())

# Download NAV data for HDFC Flexi Cap Fund
nav_data = amfi.get_nav_history(
    scheme_id="122639",
    start_date="2018-01-01",
    end_date="2024-12-31"
)

# Save to CSV for future use
nav_data.to_csv("hdfc_flexi_cap_nav.csv")

# Calculate performance metrics
print("\n=== Performance Metrics ===")

# Overall CAGR
overall_return = cagr(nav_data)
print(f"\nOverall CAGR: {overall_return * 100:.2f}%")

# Trailing returns
trailing = calculate_trailing_cagr(nav_data, periods=[1, 3, 5])
print("\nTrailing Returns:")
for period, value in trailing.items():
    if value:
        print(f"  {period}: {value * 100:.2f}%")
    else:
        print(f"  {period}: Insufficient data")

# Rolling returns
rolling = calculate_rolling_returns(nav_data, period=pd.DateOffset(years=1))
print(f"\n1-Year Rolling Returns:")
print(f"  Max: {rolling['max_returns'] * 100:.2f}%")
print(f"  Min: {rolling['min_returns'] * 100:.2f}%")
print(f"  Avg: {rolling['avg_return'] * 100:.2f}%")

📊 Data Sources

All data is sourced from official AMFI (Association of Mutual Funds in India) APIs:

• Schemes List: https://www.amfiindia.com/spages/NAVAll.txt
• Historical NAV: https://www.amfiindia.com/api/nav-history

🏗️ Project Structure

cagrx/
├── src/
│   └── cagrx/
│       ├── __init__.py          # Main package entry point
│       ├── amfi.py              # AMFI data fetching and management
│       ├── return_metrics.py    # Performance calculation utilities
│       └── utils.py             # Helper functions
├── pyproject.toml               # Project configuration
└── README.md                    # This file

🧪 Development

Running Tests

# Run the test file
python src/cagrx/amfi_tests.py

🤝 Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

1. Fork the project
2. Create your feature branch (git checkout -b feature/AmazingFeature)
3. Commit your changes (git commit -m 'Add some AmazingFeature')
4. Push to the branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

📝 License

This project is licensed under the MIT License - see the LICENSE file for details.

🙏 Acknowledgments

• Data provided by AMFI (Association of Mutual Funds in India)
• Built with Python, pandas, and requests

📮 Contact

For questions or feedback, please open an issue on GitHub.

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Note: This library is for educational and research purposes. Please verify all calculations independently before making investment decisions.