Fama-French international country portfolio returns

Single-country sorted-portfolio data for 21 developed markets (Austria, Australia, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Italy, Japan, Malaysia, Netherlands, New Zealand, Norway, Singapore, Spain, Sweden, Switzerland, United Kingdom) from the Ken French Data Library. measure: usd / local (value-weighted returns) or ratios (annual B/M, E/P, CE/P, Yld valuation ratios). frequency: monthly / annual (forced annual for ratios). dividends: include (true) or exclude (false) dividends. required: portfolios where firms have all four data items (true) or not (false). See /fama-french/portfolio-catalog for valid country labels.

countrystring

Country label (snake_case).

measurestring

usd, local, ratios

frequencystring

monthly, annual (forced annual for ratios)

dividendsboolean

Include dividends in returns.

requiredboolean

Require all four data items per portfolio.

limitinteger

Number of most-recent periods.

Response

Wide records: one row per period with the flattened formation columns.

dataStubData required

Response shape not yet documented; fields are returned as-is.

Example response

{
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ]
  }
}

v5

Fama-French international country portfolio returns

Query parameters

Response

Example response