Simba Backtesting Healthcare fund

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dekecarver
Posts: 297
Joined: Mon Feb 22, 2010 10:24 am

Simba Backtesting Healthcare fund

Post by dekecarver » Fri Sep 14, 2018 5:25 am

I was playing around with backtesting and backtested $10,000 in the Health care fund at 100% of portfolio starting in 1985 ending 2017. The ending balance ~$157000. I'd appreciate someone verifying that as an accurate number.I am running the sheet through OfficeLibre.

Thanks

Elysium
Posts: 1291
Joined: Mon Apr 02, 2007 6:22 pm

Re: Simba Backtesting Healthcare fund

Post by Elysium » Fri Sep 14, 2018 7:20 am

dekecarver wrote:
Fri Sep 14, 2018 5:25 am
I was playing around with backtesting and backtested $10,000 in the Health care fund at 100% of portfolio starting in 1985 ending 2017. The ending balance ~$157000. I'd appreciate someone verifying that as an accurate number.I am running the sheet through OfficeLibre.

Thanks
Why do backtesting? the fund has been around for many years, and there are people who are invested in this fund for years on this forum. Just ask them. I know because I am one.

dziuniek
Posts: 490
Joined: Mon Jul 23, 2012 2:54 pm
Location: Corrupticut

Re: Simba Backtesting Healthcare fund

Post by dziuniek » Fri Sep 14, 2018 9:38 am

Using rev17a version with these assumptions:

amount invested: $10,000
starting year - 1985
ending year - 2017

I get:

CAGR = 16.57% (nominal)
CAGR = 13.60% (real)

Ending value:
$1,573,431 NOMINAL
$671,476 REAL

Per Morningstar, I get:

01/01/1985 - 12/31/2017:

VGHCX:1,573,518.58

Seems accurate with my Simba spreadsheet.

GLState
Posts: 141
Joined: Wed Feb 15, 2017 10:38 am

Re: Simba Backtesting Healthcare fund

Post by GLState » Fri Sep 14, 2018 10:47 am

Using Portfolio Visualizer:

Vanguard Health Care Inv (VGHCX)
$10,000 Initial Amt.

Jan 1986 - Dec 2017
Final Balance $1,573,378
Inflation Adjusted $670,323
CAGR 16.57%
Stdev 14.12%
Best Year 60.56%
Worst Year -18.45%
Max Drawdown -33.17%
Sharpe Ratio 0.93

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