1973 sanity check

twaddle · 11-17-2007, 07:48 PM

Dory36, I was playing with a new SWR calc by bob90245 and found some differences in the failure sequences.

His results for small stocks differed from yours, which I attributed to different sources for the data series.

As a sanity check I ran 100% S&P 500 with a 4% WR on FIREcalc, Bob's calc, and intercst's calc.

FIREcalc showed a failure in 1973 in year 27 (with a 0% ER).

Both Bob's calc and intercst's calc show success in 1973 with a 30-year terminal value of around 30% of the initial portfolio.

Any idea why FIREcalc differs from these two calcs? I would have expected that the S&P 500 and CPI data series would be the same on all three calcs.

Bob's calc is here:

Harvesting Withdrawals in Retirement

Cb · 11-17-2007, 10:05 PM

Has Intercsts' calculator been updated with post-2000 data?

Cb

twaddle · 11-17-2007, 10:32 PM

Yes, he has a version that includes 2003 data, which just clears the 30 year period starting in 1973.

11-17-2007, 07:48 PM	#1
twaddle Thinks s/he gets paid by the post Join Date: Jun 2006 Posts: 1,377	1973 sanity check Dory36, I was playing with a new SWR calc by bob90245 and found some differences in the failure sequences. His results for small stocks differed from yours, which I attributed to different sources for the data series. As a sanity check I ran 100% S&P 500 with a 4% WR on FIREcalc, Bob's calc, and intercst's calc. FIREcalc showed a failure in 1973 in year 27 (with a 0% ER). Both Bob's calc and intercst's calc show success in 1973 with a 30-year terminal value of around 30% of the initial portfolio. Any idea why FIREcalc differs from these two calcs? I would have expected that the S&P 500 and CPI data series would be the same on all three calcs. Bob's calc is here: Harvesting Withdrawals in Retirement __________________ I will work no more forever.

11-17-2007, 10:32 PM	#3
twaddle Thinks s/he gets paid by the post Join Date: Jun 2006 Posts: 1,377	Yes, he has a version that includes 2003 data, which just clears the 30 year period starting in 1973. __________________ I will work no more forever.

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11-17-2007, 10:05 PM	#2
Cb Recycles dryer sheets Join Date: Jun 2002 Posts: 304	Has Intercsts' calculator been updated with post-2000 data? Cb

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