pai-mf

pai-mf is a Python library for collecting mutual fund NAV and market price histories, calculating rolling performance, comparing funds with benchmarks, and scoring those comparisons. The import name is paimf.

The project is open source under the MIT license.

Data access and analysis are separate. You can fetch with the included providers, then save or pass the resulting DataFrames to analysis; you can also analyze your own price data without installing either data provider.

Install

Python 3.10 or newer is required. From a checkout, use uv:

uv sync --extra data --extra plot

The core package needs only NumPy and pandas. Sync the integrations you use:

uv sync                         # analysis and scoring
uv sync --extra yahoo           # add Yahoo Finance
uv sync --extra amfi            # add AMFI/mftool
uv sync --extra data            # add both data providers
uv sync --extra data --extra plot  # add data and Plotly charts

The package is set up for a later PyPI release. These commands install from the repository; they do not publish it. After a release, the equivalent package install will be python -m pip install "pai-mf[data,plot]".

Five-minute example

from paimf import AnalysisConfig, FundAnalysis, FundScoringPipeline
from paimf.providers import MarketData

data = MarketData(max_workers=6)
# These fetch calls use the network. Importing paimf and constructing MarketData do not.
funds = data.get_mutual_funds(["122639", "118989"], errors="raise")
indices = data.get_indices(["NIFTY50"], years=10)

analysis = FundAnalysis(
    funds={"Fund A": funds["122639"], "Fund B": funds["118989"]},
    benchmarks=indices,
    config=AnalysisConfig(
        lookback_years=3,
        frequency="weekly",
        return_type="simple",
        risk_free_rate=0.069,
    ),
)

print(analysis.asset_metrics.tail())
print(analysis.relative_metrics.tail())

pipeline = FundScoringPipeline(
    analysis,
    scheme_codes={"Fund A": "122639", "Fund B": "118989"},
)
pipeline.run()
print(pipeline.latest())

The scheme codes are examples. Verify the code and share class against the current AMFI source before interpreting the output. Provider histories and your own inputs use the same two-column contract: date and price.

Use your own price data

Neither Yahoo Finance nor AMFI is needed if you already have price histories:

import pandas as pd

from paimf import AnalysisConfig, FundAnalysis

fund = pd.DataFrame({
    "date": pd.to_datetime(["2023-01-02", "2023-01-03", "2023-01-04"]),
    "price": [100.0, 100.4, 100.2],
})
benchmark = fund.assign(price=[100.0, 100.2, 100.1])

# Supply full histories in real use; these short frames only show the input shape.
analysis = FundAnalysis(
    funds={"My fund": fund},
    benchmarks={"My index": benchmark},
    config=AnalysisConfig(lookback_years=1, frequency="daily"),
)

A one-year daily window needs about 253 price observations to produce the first full rolling metric; the three-row example shows the input shape only.

What is included

Available analysis results include annualized return, volatility, downside deviation, Sharpe, Sortino, maximum drawdown, and Calmar; relative results include alpha, beta, correlation, R-squared, tracking error, information ratio, and upside/downside capture. The standard profiles are consistent_compounder, capital_preservation, and balanced_growth.

Documentation

• Collect and normalize data
• Analyze returns and benchmarks
• Score funds and customize profiles
• API guide
• Performance and larger universes
• Development and validation

Scope and data notes

The library returns pandas DataFrames and does not write a database or files during a fetch. Provider responses and availability depend on the upstream services. Historical fund NAV, Yahoo market prices, and current quotes can have different calendars and publication times; pairwise relative metrics align sampled weeks or months across the fund and benchmark. Scores describe the supplied history and configured comparison. They are not forecasts.