Historical Basis for Asset Classes in Advanced FireCalc

[Hydroman]

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]

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.