Search found 6 matches

by Snarfanio
Tue Oct 10, 2017 2:03 pm
Forum: Investing - Theory, News & General
Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
Replies: 1032
Views: 573423

Re: Simba's backtesting spreadsheet [a Bogleheads community project]

Tyler and Siamond, Thanks for your replies. In my calculations I deducted ER, but when I use ER-adjusted Return = (Raw Return-ER)/(1+Raw Return), the numbers match perfectly. Problem solved. I understand why you used VTMGX Admiral for Int'l Developed EAFE. Maybe Vanguard wanted to start with larger ...
by Snarfanio
Tue Oct 10, 2017 12:39 pm
Forum: Investing - Theory, News & General
Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
Replies: 1032
Views: 573423

Re: Simba's backtesting spreadsheet [a Bogleheads community project]

Siamond, CAGR and STDEV still don't match when I subtract the ER of 0.19% for the years 1927 through 1998 (1998 being the year of inception of the real world fund). So, was the ER not discontinued in the correct year? Mmmmm. To test that, I calculated myself CAGR and STDEV for the first 10 years, 19...
by Snarfanio
Mon Oct 09, 2017 1:03 pm
Forum: Investing - Theory, News & General
Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
Replies: 1032
Views: 573423

Re: Simba's backtesting spreadsheet [a Bogleheads community project]

After looking more into this spreadsheet, I have a couple of questions/observations. 1) For Int'l Developed EAFE, VTMGX Admiral is used. Why not the Investor version, which is used for all other Vanguard funds in the spreadsheet? 2) When I calculate myself the CAGR and STDEV of SCV for 1927 through ...
by Snarfanio
Fri Oct 06, 2017 1:54 pm
Forum: Investing - Theory, News & General
Topic: Simba's Backtesting Spreadsheet: how useful is it?
Replies: 11
Views: 783

Re: Simba's Backtesting Spreadsheet: how useful is it?

Tyler and Siamond, Thank you much for your feedback to clarify things. I'll be studying this tool a lot more and I may have additional questions later on; I have a habit of doing that. I downloaded Rev16e, according to the Readme file, so I think I'm good there. I noticed that for SCV the Vanguard r...
by Snarfanio
Thu Oct 05, 2017 4:44 pm
Forum: Investing - Theory, News & General
Topic: Simba's Backtesting Spreadsheet: how useful is it?
Replies: 11
Views: 783

Re: Simba's backtesting spreadsheet [a Bogleheads community project]

And I would like this post to stand on its own as it may get lost in this mega-thread. Could you please reverse.
by Snarfanio
Thu Oct 05, 2017 2:41 pm
Forum: Investing - Theory, News & General
Topic: Simba's Backtesting Spreadsheet: how useful is it?
Replies: 11
Views: 783

Simba's Backtesting Spreadsheet: how useful is it?

I'm at a loss at to what data is actually used to analyze portfolios. Would greatly appreciate feedback, particularly from siamond! Let's use small cap value stock returns in 1930 and 2008 as examples. I found two data sources in the spreadsheet, portfoliocharts and DFA. portfoliocharts: 1930 -36.54...