I'm going to get straight to the point: basically I'm wondering if there's any database that tracks the average return of actively managed funds over a historical time period. I need this data for a research project for my internship. Basically I'm trying to find certain time periods in which actively managed funds tend to do better than their benchmarks. For example, during the great recession, Large cap value focused funds performed exceptionally well against their benchmarks. What I am trying to do is identify other periods where this happened and see if there is any pattern. The S&P Spiva scorecards have some good information but they only go back to 2003. Also I would like data for Emerging/Developed markets as well.
So far I have collected economic data starting from 1975 and have identified/labeled the business cycles (expansionary, contractionary, etc). I have also found data containing the performance of the market during those time periods. So basically all I need now is to find data on fund performance but I can't find anything for the life of me.
portfoliovisualizer historical-asset-class-returns: This website is where I found data for the broad market
if there is any website like this that pretty much does the same exact thing but for actively managed funds, please let me know it would probably save my life
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