<a id="skfolio-datasets-load-factors-dataset"></a>

# skfolio.datasets.load_factors_dataset

<a id="skfolio.datasets.load_factors_dataset"></a>

### skfolio.datasets.load_factors_dataset()

Load the prices of 5 factor ETFs.

This dataset contains daily adjusted closing prices of 5 ETFs representing common
factors, covering the period from 2014-01-02 up to 2022-12-28.

The factors are:

> * “MTUM”: Momentum
> * “QUAL”: Quality
> * “SIZE”: Size
> * “VLUE”: Value
> * “USMV”: low volatility

#### CAUTION
This dataset is provided solely for testing and example purposes. It is a stale
dataset and does not reflect current or accurate market prices. It is not
intended for investment, trading, or commercial use and should not be relied
upon as authoritative market data.

| Observations   |   2264 |
|----------------|--------|
| Assets         |      5 |
* **Returns:**
  **df** *DataFrame of shape (n_observations, n_assets)*
  : Prices DataFrame

### Examples

```pycon
>>> from skfolio.datasets import load_factors_dataset
>>> prices = load_factors_dataset()
>>> prices.head()
              MTUM    QUAL    SIZE    USMV    VLUE
Date
2014-01-02  52.704  48.351  48.986  29.338  47.054
2014-01-03  52.792  48.256  48.722  29.330  46.999
2014-01-06  52.677  48.067  48.722  29.263  46.991
2014-01-07  53.112  48.455  48.731  29.430  47.253
2014-01-08  53.502  48.437  48.731  29.422  47.253
```