30-year performance back-testing# Investment - 投资
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see the attached excel file. first three sheets are downloaded from
http://www.tamasset.com/other/AC2705.xls
last sheet (return_30) is my test results.
two separate tests, one with $200k lump sum at start, then $30k each year,
another $50k each year, with $50k at start.
4 portfolios are tested for each case,
100% equity (CRSP 1-10)
85:15 CRSP 1-10 : long term bond
70:30
variable ratio, starts at 80:20, increases 1 percent each year (final 50:50).
the table shows each of the later three portfoli
http://www.tamasset.com/other/AC2705.xls
last sheet (return_30) is my test results.
two separate tests, one with $200k lump sum at start, then $30k each year,
another $50k each year, with $50k at start.
4 portfolios are tested for each case,
100% equity (CRSP 1-10)
85:15 CRSP 1-10 : long term bond
70:30
variable ratio, starts at 80:20, increases 1 percent each year (final 50:50).
the table shows each of the later three portfoli