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Testing with historical data (mutual fund NAV data)
Is there a website where I can plug in a mutual fund/funds/ or create a portfolio of funds and see how my funds would have performed if I would have invested in them from historical periods (say from 2008) ?
I remember something in morningstar (long time ago I looked at it once). But I don't think it has what I am looking for.
1. Get the purchase price from yahoo finance for the MFs for any date in 2008. 2.Enter the MF ticker, date, quantity and price in M* and create a portfolio. 3. you can get 1, 2 3,3, 5 year performance etc. and comparison with S&P or M* index.
Not seeing why the M* growth of 10k graphs will not suffice. It will not give you your own amounts, but that is easy to extrapolate. You can compare up to maybe 5-6 funds, I believe. I use it all the time to look at dip and comeback performance, in the illusion that if the manager is the same, it has some predictive power.
Poster "RetiredLimoMan" on the M* boards very frequently puts up performance comparisons of Funds A + B vs. Funds X + Y over discrete historical time periods. It's my impression he uses a publicly available means to do so.
It allows you to construct a portfolio of various stocks, oefs, cefs or etfs and compare the historical result to a benchmark you set from records downloaded from yahoo finance. Ezbacktest allows you to see the Sharpe Ratio and Standard Deviation of a portfolio as well. You can also choose amongst various presets to rebalance or various technical indicators to set exit and entry points. The most significant drawbacks are that you are stuck with a static purchase date and that your results look better against the benchmark than they really are as the benchmark doesn't seem to reinvest distributions.
Alternatively you can construct a portfolio using M*'s Portfolio Manager that allows you multiple buy/sell points. The big drawback is the time consumption is a pain in the butt.
Comments
2.Enter the MF ticker, date, quantity and price in M* and create a portfolio.
3. you can get 1, 2 3,3, 5 year performance etc. and comparison with S&P or M* index.
regardsn
nath
Hope this helps.
It allows you to construct a portfolio of various stocks, oefs, cefs or etfs and compare the historical result to a benchmark you set from records downloaded from yahoo finance. Ezbacktest allows you to see the Sharpe Ratio and Standard Deviation of a portfolio as well. You can also choose amongst various presets to rebalance or various technical indicators to set exit and entry points. The most significant drawbacks are that you are stuck with a static purchase date and that your results look better against the benchmark than they really are as the benchmark doesn't seem to reinvest distributions.
Alternatively you can construct a portfolio using M*'s Portfolio Manager that allows you multiple buy/sell points. The big drawback is the time consumption is a pain in the butt.