Author Topic: Hard to find Investment Past Performance Data Crunching  (Read 241 times)

Much Fishing to Do

  • Bristles
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  • Posts: 401
Hard to find Investment Past Performance Data Crunching
« on: November 08, 2018, 07:04:35 AM »
I often have past performance big picture questions that I bet are out there but not that easy to google (for me at least) so wanted to throw some out there and maybe encourage others to do as well.  One problem is my questions are of course pushing at the edges of my understanding of the involved issues at the time so not always particularly accurate about what I really want.... Sometimes I find them (e.g. it was easy to find the S&p 500 annual standard deviation, but I was interested in the SD over longer time periods, like 10 years, 20 years, etc which I finally found after a lot of searching) but often I don't.

Here are a few of my latest wonderings, though most on this blog can probably better refine my questions or present better ones, just interested in starting the conversation

1) Is there something out there (calculator or compilation of results) that takes a current stock market value (e.g. one of the P/E ratios) and some relevant Bond market related value (maybe a treasury yield or an inflation value, etc) and from that calculates the best portfolio allocation from that (even just a basic equity to fixed ratio) for a certain time period based on past performance?

2) Has someone figured out the best performing on average portfolio allocation for certain time periods (5 year, 10 year, 30 year, etc).  I guess this could also involve a measure of risk deviation?  Not sure if I'm clearly thinking this one out.


  • Handlebar Stache
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  • Posts: 1415
Re: Hard to find Investment Past Performance Data Crunching
« Reply #1 on: November 10, 2018, 11:36:00 AM »
You could plug various asset allocations into Portfolio Visualizer.  That will let you slice things into style boxes (large cap growth, small cap value), and lets you specify the starting & ending dates.