I'm very new to Quant Connect and I'm trying to use it to do some back testing on a couple of simple strategies based on my personal portfolio.

However about 20% of my portfolio is on Mutual Funds, and I cant find a dataset with the data of the funds I own (for example FSKAX).

My question to people with more experience, what is the best way to solve my problem? Do I need to create my own custom dataset? Or did I miss something and data for FSKAX already exists somewhere?