Is this considered a good tool for backtesting various asset allocations:
http://www.riskcog.com/portfolio-theme2 ... c5z83ff4kb
Backtesting Tool
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- Pointedstick
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Re: Backtesting Tool
Yes! I love it.
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Re: Backtesting Tool
Agreed.Pointedstick wrote: Yes! I love it.
The only thing that would make it better is if it included inflation adjustments.
I assume that it has periodic rebalancing built in. (??)
Re: Backtesting Tool
Are there any other similar, free tools available?
I'd like to check my results against something else to verify.
I'd like to check my results against something else to verify.
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Re: Backtesting Tool
I like this one, too: http://www.etfreplay.com/combine.aspxstuper1 wrote: Are there any other similar, free tools available?
I'd like to check my results against something else to verify.
Doesn't go as far back though, since it uses data from real ETFs and a lot aren't that old.
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Re: Backtesting Tool
This is using simba's spreadsheet data, so take it with a grain of salt.stuper1 wrote: Is this considered a good tool for backtesting various asset allocations:
http://www.riskcog.com/portfolio-theme2 ... c5z83ff4kb
Still, I find it very interesting that if you specify 1-3 year or 5 year Treasuries instead of T-Bills, it allocates 0% to LT bonds despite being in the biggest bull market in history. I knew the shtick not to go past 5 years of maturity in bonds, but I had no idea it was that literal.
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Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Re: Backtesting Tool
I'm very new around here, so I'm not quite sure what the deal is with simba's spreadsheet. What are the deficiencies? I tried searching the forum for "simba", but I didn't get much info.
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Re: Backtesting Tool
The latest spreadsheet/thread is at: http://www.bogleheads.org/forum/viewtop ... &start=450stuper1 wrote: I'm very new around here, so I'm not quite sure what the deal is with simba's spreadsheet. What are the deficiencies? I tried searching the forum for "simba", but I didn't get much info.
The data is poor quality and mostly synthetic with assumptions made that wouldn't have existed in reality in the past.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!