The Money Mustache Community
Learning, Sharing, and Teaching => Ask a Mustachian => Topic started by: schoenbauer on April 09, 2015, 12:15:24 PM
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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
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Not exactly what you seek, but in the ballpark: http://dqydj.net/sp-500-return-calculator/
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yeah thanks for the link. it is an interesting read, but not exactly what i'm looking for ;)
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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.
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You mean like this? http://www.cfiresim.com/input.php (http://www.cfiresim.com/input.php)
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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: ....
...
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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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Maybe this? http://thume.ca/indexView/
No? I'm confused too.
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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)
(http://g.foolcdn.com/editorial/images/50947/min_and_max_large.jpg)
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.
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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.
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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:
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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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.