Vault data#

This document describes the format of DeFi vault data.

Available data includes real time summaries of the vaults and historical performance data
The summary data is available as JSON blob
Separate API endpoints are available for stablecoin vaults only (500+) and all vaults (25,000+)
See the DeFi dataset page on how to get an API key and the download link for the data
See risk levels and categories here

Currently over twenty EVM chains are covered.

Summary data description#

Here is the description of the summary JSON data for all vaults.

See also

The field descriptions:

Key	Label	Description
`name`	Name	Human‑readable vault name. May include chain information to ensure uniqueness.
`lifetime_return`	Lifetime Return (Gross)	All‑time gross return from first to last price as a decimal fraction (e.g., 0.10 = 10%).
`lifetime_return_net`	Lifetime Return (Net)	All‑time net return after fees as a decimal fraction. Present only when fee data is available.
`cagr`	CAGR (Gross)	Annualized gross return (Compound Annual Growth Rate) over the full history.
`cagr_net`	CAGR (Net)	Annualized net return after fees over the full history.
`three_months_returns`	3M Return (Gross)	Absolute gross return over the last ~90 days as a decimal fraction.
`three_months_returns_net`	3M Return (Net)	Absolute net return over the last ~90 days after fees as a decimal fraction.
`three_months_cagr`	3M CAGR (Gross)	Annualized gross return computed from the last ~90 days window.
`three_months_cagr_net`	3M CAGR (Net)	Annualized net return after fees computed from the last ~90 days window.
`three_months_sharpe`	3M Sharpe Ratio (Gross)	Sharpe ratio over the last ~90 days using daily returns annualized to 365. Higher indicates better risk‑adjusted performance.
`three_months_sharpe_net`	3M Sharpe Ratio (Net)	Net Sharpe ratio over the last ~90 days. Currently calculated from the same daily series as gross and may be identical.
`three_months_volatility`	3M Volatility (Ann.)	Annualized volatility over the last ~90 days: daily standard deviation scaled by sqrt(365).
`one_month_returns`	1M Return (Gross)	Absolute gross return over the last ~30 days as a decimal fraction.
`one_month_returns_net`	1M Return (Net)	Absolute net return over the last ~30 days after fees as a decimal fraction.
`one_month_cagr`	1M CAGR (Gross)	Annualized gross return computed from the last ~30 days window.
`one_month_cagr_net`	1M CAGR (Net)	Annualized net return after fees computed from the last ~30 days window.
`denomination`	Denomination	Underlying denomination token (e.g., USDC). Indicates the unit of account for share price and TVL.
`share_token`	Share Token	The vault’s share token identifier (symbol or address), representing depositor shares.
`chain`	Chain	Human‑readable blockchain name (e.g., Ethereum, Arbitrum).
`peak_nav`	Peak TVL/NAV	All‑time high TVL by the vault. Reported in the denomination currency.
`current_nav`	Current TVL/NAV	Latest TVL by the vault. Reported in the denomination currency.
`years`	Age (Years)	Vault observation window length in years from first to last data point.
`mgmt_fee`	Management Fee	Annual management fee as a decimal (e.g., 0.02 = 2%). May be missing if not detected.
`perf_fee`	Performance Fee	Performance fee as a decimal (e.g., 0.20 = 20% of profits). May be missing if not detected.
`deposit_fee`	Deposit Fee	Fee applied on deposits as a decimal (e.g., 0.01 = 1%). May be null if no fee.
`withdraw_fee`	Withdrawal Fee	Fee applied on withdrawals as a decimal (e.g., 0.01 = 1%). May be null if no fee.
`fee_label`	Fee Label	Human‑readable fee summary, e.g., `2% / 20%` or including deposit/withdrawal fees if present.
`lockup`	Lock‑up (Estimated)	Estimated lock‑up period before funds can be withdrawn. May be zero or missing.
`event_count`	Deposit/Withdraw Events	Total number of observed deposit and redeem events for the vault.
`protocol`	Protocol	Name of the protocol implementing the vault (e.g., Yearn, Beefy).
`risk`	Risk (Category)	Technical risk classification object; renderable to a human label via its API.
`risk_numeric`	Risk (Numeric)	Numeric representation of the technical risk category for sorting or filtering.
`id`	Vault ID	Unique identifier combining chain and address (`<chainId>-<address>`). Can be used as a stable primary key.
`start_date`	Start Date	Timestamp of the first available price observation used in metrics.
`end_date`	End Date	Timestamp of the last available price observation used in metrics.
`address`	Address	Vault contract address on the blockchain.
`chain_id`	Chain ID	Numeric EVM chain identifier (e.g., 1 for Ethereum).
`stablecoinish`	Stablecoin‑Like	Boolean indicating whether the the vault is denominated in a stablecoin-like token (could be yield bearing)
`last_updated_at`	Last Updated At	Timestamp of the latest recorded on‑chain observation for this vault.
`last_updated_block`	Last Updated Block	Block number corresponding to the latest recorded observation.
`features`	Detected Features	List of detected vault features (e.g., ERC‑4626/7540 capabilities) as feature names.

For any questions join Discord.

Stablecoin vs. non-stablecoin#

For vault data coversing all vaults

There are thousands of entries
Most of the vaults are denoinated in non-stablecoin assets (e.g., ETH, BTC, altcoins)
Most of the vaults are stale - they never had any meaningful TVL

For non-stablecoin vaults, any return data (CAGR, Sharpe, etc.) is incorrect.

These numbers reflect more of the performance of the underlying asset
Small cap asset denominated vaults do not have reliable exchange rate for their denomination asset