serbeer wrote:I double-checked and the link works. Once Google Drive page with images of tabs of spreadsheet loads, you have to go to File menu and click on Download to get the entire spreasheet in .xls format which you can open locally on your PC if you have MS Excel installed.
If there is popup saying Google Error when you click on the link, just click on Reload button on the popup and it should load normally the second time. This can happen in some non-standard browsers I believe.
and short term treasuries bonds (1-3 years)
Hayek314 wrote:Dear all,
However, I am looking for the same kind of Excel, but with MONTHLY returns instead of yearly. I would like to do more in deep research (monthly drawdowns, correlations, etc) and I need monthly returns for the main asset classes.
Hayek314 wrote:Also, reading some papers about porftolio construction, it seems that lots of people are using this book in order to get historical monthly prices evolution (Appendix B of the book):
http://corporate.morningstar.com/ib/asp ... e=1414.xml
But it is $175...
Is difficult to realize that something so essential in any study is something so difficult to find free on internet...
Code: Select all
LEHMAN BOND INDXs 1976-1987,
YR SIMBA* TAYLOR**
1976 11.7 15.6
1977 3.0 3
1978 2.2 1.4
1979 6.6 1.9
1980 6.6 2.7
1981 108 6.3
1982 25.4 32.6
1983 8.2 8.4
1984 14.3 15.2
1985 18.0 22.1
1986 13.1 15.2
1987 1.14 2.8
" Simba's spreadsheet VTBMX column, source: "Intermediate Term Bonds" "Lehman Brothers 1973-86"
** Taylor's post claiming to reflect: "Lehman Aggregate Bond Index"
czeckers wrote:A big THANK YOU to Serbeer and all who have helped to update this spreadsheet. I know I'm not alone in saying that I have found this to be a very valuable tool.
czeckers wrote:I noticed that version 12d doesn't have the ability to compare multiple portfolios simultaneously. The 11 version I had (don't remember which off hand) was able to compare 5 portfolios in parallel and even had a nice graph of return vs SD where all portfolios were plotted. I'm not sure why this got dropped, but I did find it helpful. Would love to see it back.
Btw, in the formula below, $B$148 should actually be $B148, precisely to avoid having to do similar changes in the future if new years are inserted.
serbeer wrote:The proper way to extend for future years past 2015 is to insert new year rows between row 147 and 148 and relabel years column in rows 148+. And I guess both $B148 and $B$148 should get incremented automatically in the formula, so yes, probably does not make any difference.
Robert The Bruce wrote:Man!
The coding in this spd sht is incredible! Amazing! Thanks to all who have had a hand in its creation. I use a lot of the functions embedded within, but not to the sophistication that you have used them. I bow to your awesomeness!!
LadyGeek wrote:serbeer - If you wish to maintain the spreadsheet (and Simba is not around), would you like to keep this post updated with the latest version? I can edit Simba's post #1 and point the members to it. When Simba returns, you and he can work it out.