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#1 |
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Recycles dryer sheets
![]() ![]() ![]() ![]() Join Date: May 2006
Posts: 429
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Spreadsheet results not agreeing with results page
I'm not quite sure how best to investigate this or report on it. What I'm seeing in FireCalc3 is that it will tell me that some series are going below the minimum portfolio value I set but then when I look at the spreadsheet values the minimums (max drawdowns in a series) are not being hit.
Here is a little more about how I've set this up. When I have run FireCalc in the past I've used the spreadsheet output to see how minimums (max drawdowns) looked for each series. With FireCalc3 I was also using the selection on the investigate tab that reads Leave some money in the portfolio for my estate. By setting a number in here I can find out how many series go below a certain minimum. The report and picture (with colored squiggly lines) seem to agree if I'm eyeballing the squigglies correctly. But the spreadsheet produced does not seem to give me the violated minimum. From past runs I'd expect these violated minimums to occur so I'm guessing the spreadsheet is in error. I use the MIN Excel function to munge the spreadsheet rows to get at the worst case drawdowns. Any thoughts on this? I think I'm using the tool the same as in the past but I could be doing something wrong. |
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#2 |
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Recycles dryer sheets
![]() ![]() ![]() ![]() Join Date: May 2006
Posts: 429
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As a followup I decided to run the old FireCalc and FireCalc version 3 with the same parameters. The spreadsheets did not agree and were not even very close. But the failure rate results on the results page seemed to agree. So the problem may be just in the Version 3 spreadsheet result.
The Version 3 spreadsheet showing inputs and data looked like it had bad values (divide by zero, etc.). Could this be the source of the end-of-year spreadsheet problems or a separate bug? |
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