kyounge1956 wrote:Hi Simba,
thanks for all the work you do on these spreadsheets. I was looking at some sample asset allocations the other day and I think I've discovered a slight correction that needs to be made. On both of the "Returns" tabs, I don't think the conditional formatting has been applied to all the cells it should have. When I entered enter a 1972-2010 portfolio of 5% each Small-cap Value, REIT, EAFE & commodities, 40% 5-year Treasuries and 40% TIPS, the worst drawdown is -3.51% (in Column AM, line 43) but the orange cell is on line 29, which is the next worst return (+0.21%). I can't tell whether the Real Return columns are affected because the worst real return is up toward the top of the spreadsheet. Using the same AA and the 1985-2010 data, the worst return is -4.07% (Column AZ, line 30), but the orange cell is on line 16, the next worst return, and the same glitch occurs in the Real Return.
Just wanted to verify that the OpenOffice version 10c is not able to display the returns charts on the Porfolio tab, as they are in the Excel version, correct? Is this a limitation of OpenOffice?
Clive wrote:Simba - great spreadsheet - love it
Query on the 5 year treasury VFITX for 1995 though that shows a 20.44% gain.
From http://www.federalreserve.gov/releases/h15/data.htm it looks like the 5 year T yields were
So I can't see how a 20.44% gain in 1995 occurred.
Yahoo shows that value http://au.finance.yahoo.com/q/pm?s=VFITX - but just seems ???
Lbill wrote:Simba - Many, many thanks for your continuing efforts to provide the updated spreadsheet. This tool has been of enormous help to me in increasing my investment knowledge, as it has been to legions of other individuals.
Cyclone wrote:I love the spreadsheet, but I am using OpenOffice and the new versions (both) are not working for me. Nothing but errors. Am I doing something wrong?
Clearly_Irrational wrote:Completely agree, though I was somewhat chagrined to only find it after having done a significant amount of work to build something similar myself. However since yours was far superior to the product I had and so many more people are checking it for errors I was happy to switch. Now everyone can be sure that when they accuse me of curve fitting that at least the curves are the right ones!
I just wish I could get the same thing with quarterly data, but I doubt that's easily available.
simba wrote:Thanks CI. I don't mind including the quarterly data but it's just too much work to capture the data for all the funds. Even if I venture out on this path, I won't be able to get the quarterly data for the funds back to 1972 or 1985 for that matter.
Clearly_Irrational wrote:simba wrote:Thanks CI. I don't mind including the quarterly data but it's just too much work to capture the data for all the funds. Even if I venture out on this path, I won't be able to get the quarterly data for the funds back to 1972 or 1985 for that matter.
That's what I figured, I didn't find it easily myself either. There is probably a paid database (or two) somewhere that has it but I doubt it would change the results enough to be worth it.
Paul Douglas Boyer wrote:I did a spreadsheet with MONTHLY data about a year ago. It does not noticeably change the results at all. I also computed Max Drawdown, and determined that you can estimate Max Drawdown by multiplying the Standard Deviation by 3.
So no, it is not worth your time to go quarterly, it wasn't even worth it going monthly.
simba wrote:Paul - Thanks for the info. Btw did you get the monthly data from M* principia pro or somewhere else?
hudson4351 wrote:I just thought of another question:
Where did the backtested data come from in cases where the fund was not in existence for the entire duration? For example, there is data for VFITX going back to 1985, yet when I look that fund up on Vanguard, the inception date is only 10/28/1991.
I realize that you rarely seen on the forum lately, but please consider updating the spreasheet with 2012 results and CPI data.
This is one of the more valuable tools of this forum!
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