Data for SWVXX Before Mid-2021
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There's unfortunately a long-standing data availability issue with money market funds across financial data providers. We've tried multiple data providers over time, all of them either didn't have data for US money market funds at all, or had incomplete data. I don't know what the root cause of this is. We raised several tickets with different providers asking to improve data coverage, but it still hasn’t improved much.
To overcome this limitation somehow, we came up with a synthetic index - CASHX(https://portfolioslab.com/symbol/^CASHX). It's based on the Federal Reserve data and tracks daily returns based on the Federal Funds Rate with comprehensive historical data going back decades. It's specifically designed to represent cash equivalent and money market fund performance, making it ideal for portfolio analysis or optimisation where you'd typically use SWVXX or similar money market funds.
If you prefer an actual traded security, the iShares Ultra Short-Term Bond ETF (ICSH) has a history back to 2013 or any other similar ETF. Money market ETFs have slightly better coverage than funds. But for most portfolio analysis purposes, ^CASHX should give you more accurate results as a cash proxy.
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