Historical Basis for Asset Classes in Advanced FireCalc

Hydroman · 08-21-2006, 08:19 PM

What historical data is the small, micro and value assets based on? Between what data ranges has that data been tested?

I just ran a FIECALC that resulted in a 5% WR for 40 years with a 97.4% success rate. Obviously this beats the standard 4% SWR. With the knowledge of the basis for these asset classes I can reach some educated judgement as to the validity of the results.

Thanks

wabmester · 08-21-2006, 09:05 PM

The data comes from ESRBob, and according to his book, he got the stock data from DFA, and the bond data from Ibbotson Associates. The data goes back to 1927.

I started a thread here which gives an example of a 5% SWR that was 100% successful for a 40-year period.

08-21-2006, 08:19 PM	#1
Hydroman Recycles dryer sheets Join Date: Apr 2006 Posts: 144	Historical Basis for Asset Classes in Advanced FireCalc What historical data is the small, micro and value assets based on? Between what data ranges has that data been tested? I just ran a FIECALC that resulted in a 5% WR for 40 years with a 97.4% success rate. Obviously this beats the standard 4% SWR. With the knowledge of the basis for these asset classes I can reach some educated judgement as to the validity of the results. Thanks

08-21-2006, 09:05 PM	#2
wabmester Thinks s/he gets paid by the post Join Date: Dec 2003 Posts: 4,461	Re: Historical Basis for Asset Classes in Advanced FireCalc The data comes from ESRBob, and according to his book, he got the stock data from DFA, and the bond data from Ibbotson Associates. The data goes back to 1927. I started a thread here which gives an example of a 5% SWR that was 100% successful for a 40-year period.

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