Author Topic: website calculating returns over x years?  (Read 3221 times)

schoenbauer

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website calculating returns over x years?
« on: April 09, 2015, 12:15:24 PM »
Hey there,

I'm looking for a website which calculates average returns and standard deviation for a 100% equity portfolio for a chosen time frame. Does anyone know about such a website?

Thanks in advance!
schoenbauer

MDM

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Re: website calculating returns over x years?
« Reply #1 on: April 09, 2015, 12:23:00 PM »
Not exactly what you seek, but in the ballpark: http://dqydj.net/sp-500-return-calculator/

schoenbauer

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Re: website calculating returns over x years?
« Reply #2 on: April 09, 2015, 12:45:50 PM »
yeah thanks for the link. it is an interesting read, but not exactly what i'm looking for ;)

Valhalla

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Re: website calculating returns over x years?
« Reply #3 on: April 09, 2015, 12:51:30 PM »
I'm wondering if a service of this type is something people would pay for.  This could be such a complicated area to track that if some one provided a service to analyze your portfolio over its history compared to other investment options, it may be worth it to help with future decisions.

NumberCruncher

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Re: website calculating returns over x years?
« Reply #4 on: April 09, 2015, 12:54:27 PM »

schoenbauer

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Re: website calculating returns over x years?
« Reply #5 on: April 09, 2015, 12:55:43 PM »
hm, i'm having a much more simple idea in mind (for which i wouldn't like to pay). simply a table like this (for 100% stocks):
1st year: min. return, max. return, average return, median
2nd year: ....
...

arebelspy

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Re: website calculating returns over x years?
« Reply #6 on: April 09, 2015, 01:26:07 PM »
I still don't understand what you want.  What stocks?  A particular index?  All stocks?  How would it have an average return for one-year?  Don't you just mean the yearly return?  What do you mean by median? (I know what median means, but what do you mean in this context?)

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tarheeldan

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Re: website calculating returns over x years?
« Reply #7 on: April 09, 2015, 01:31:02 PM »
Maybe this? http://thume.ca/indexView/

No? I'm confused too.

nereo

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Re: website calculating returns over x years?
« Reply #8 on: April 09, 2015, 01:44:29 PM »
Maybe the OP is looking for something like this? No median values here, only min and max.
data on SP500 returns for various holding periods based on Robert Shiller's data-set (calculations by M. Housel)


source: http://www.fool.com/investing/general/2013/06/18/your-last-remaining-edge-on-wall-street.aspx?source=iymsitlnk0000002

All the data is available, you could do this yourself for whatever time period(s) you were looking for, including min, max, median, etc.  Seems the perfect use for a box-plot.

schoenbauer

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Re: website calculating returns over x years?
« Reply #9 on: April 09, 2015, 02:07:44 PM »
oh yeah, what nereo posted is something that helps me out here! and yes, this data is available in some tables, but i assume someone already but the numbers together^^

arebelspy: and by average return im refering to the average return of a 1 year investment in a broad index in any given year over the past years (for which data is available). and by using median i want to get a somewhat more clear picture in terms of box-plots.

arebelspy

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Re: website calculating returns over x years?
« Reply #10 on: April 09, 2015, 02:13:47 PM »
arebelspy: and by average return im refering to the average return of a 1 year investment in a broad index in any given year over the past years (for which data is available).

How is that different than the 1-year return?

And what is a min. return for 1 year?  And how would it be different than the max return?

You wrote:
Quote
1st year: min. return, max. return, average return, median

Or did you just mean the low point for the year, the high point, and the average point?  Or ending point?

All of those make sense over a time period, but you need a shorter time interval for that to be the case.  E.g. monthly returns over one year, or yearly returns over a 5 year period.  Min/max/median then makes sense.  But just looking at a 1 year timeframe compared to itself min=max=avg.. there's just the one return for the year.

/still confused.
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sirdoug007

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Re: website calculating returns over x years?
« Reply #11 on: April 09, 2015, 02:14:58 PM »
Shiller has monthly S&P500 data going back to 1871 with price, CPI, earnings and dividends here for free: http://www.econ.yale.edu/~shiller/data/ie_data.xls

Here is the description of the data sources: http://www.econ.yale.edu/~shiller/data.htm

You can manipulate that as you need to.