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Firecalc and underlying market returns
Old 07-31-2013, 08:22 AM   #1
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Firecalc and underlying market returns

Firecalc allows to choose a portfolio mixing various asset classes (e.g. S&P 500, government LT bonds, corporate bonds, small cap, small/large value, etc).

This means that there is an underlying database of returns on those various asset classes, which has been backtracked to 1927, either exactly or at least a decent approximation.

It isn't easy to find such historical data before 1972+ (besides S&P 500 and T-Bonds)... Been trying for a little while!

Any way the Firecalc designers could give us access to such historical returns per asset class, in an Excel sheet or whatever tabular format?
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Old 07-31-2013, 08:40 AM   #2
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From what I've read, the Firecalc designer is retired living on a boat. I don't know if this is true but supposedly this is why Firecalc hasn't been updated with the last couple years of market returns. As far as the data used behind the scenes the Schiller index is used.
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Old 07-31-2013, 10:14 AM   #3
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Quote:
Originally Posted by Brooks Saddle View Post
From what I've read, the Firecalc designer is retired living on a boat. I don't know if this is true but supposedly this is why Firecalc hasn't been updated with the last couple years of market returns. As far as the data used behind the scenes the Schiller index is used.
Ah... I hadn't realized that... Well, job well done to the Firecalc designer, he/she certainly deserves a long and enjoyable retirement on his boat...
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Old 07-31-2013, 10:16 AM   #4
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AFAIK, most people use Shiller or Ibbotson.

Shiller is available online in Excel format, and updated often Online Data - Robert Shiller.

It appears Ibbotson is now owned by M* Morningstar U.S. | Ibbotson Associates - Overview
Well, Shiller (chap 26) doesn't provide any returns for asset classes like small/large value, small caps, etc. Unless I'm completely missing something? This is exactly why I made my request...

As to Ibbotson, I am not sure to understand where to download the corresponding data? Is it still publicly available?
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Old 07-31-2013, 11:39 AM   #5
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Is it true that Firecalc has not been updated with 2011 and 2012 market returns?
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Old 07-31-2013, 11:46 AM   #6
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There is no problem. WE do not invest in companies or funds, we invest in Firecalc.

Ha
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Old 07-31-2013, 01:03 PM   #7
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Originally Posted by siamond View Post
Well, Shiller (chap 26) doesn't provide any returns for asset classes like small/large value, small caps, etc. Unless I'm completely missing something? This is exactly why I made my request...

As to Ibbotson, I am not sure to understand where to download the corresponding data? Is it still publicly available?
I've been trying to figure this out as well. Shiller data is well known, and I often see the "1927" small asset class data referenced, but never the source. You might have to buy it somewhere.
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